Central limit theorem for capacities

DOI10.1016/j.crma.2010.07.026zbMath1203.60027OpenAlexW2050520469MaRDI QIDQ609382

Defei Zhang, Feng Hu

Publication date: 30 November 2010

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2010.07.026

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Related Items

Central limit theorems for sub-linear expectation under the Lindeberg condition, A law of large numbers under the nonlinear expectation, Almost Periodic Solutions for Stochastic Differential Equations Driven By G-Brownian Motion, Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\), Asymptotic estimates for the solution of stochastic differential equations driven By G-Brownian motion, How big are the increments of \(G\)-Brownian motion?, Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation, A Weighted Central Limit Theorem Under Sublinear Expectations, The modulus of continuity theorem for G-Brownian motion, On complete convergence for extended independent random variables under sub-linear expectations, Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations

Cites Work

• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
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