On Shige Peng's central limit theorem

DOI10.1016/j.spa.2019.05.005zbMath1433.60013arXiv1806.11238OpenAlexW2964235294MaRDI QIDQ2301483

Nicolai V. Krylov

Publication date: 24 February 2020

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1806.11238

zbMATH Keywords

sublinear central limit theoremthe rate of convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15)

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Cites Work

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• Normal approximation by Stein's method under sublinear expectations