Central limit theorem with rate of convergence under sublinear expectations

DOI10.1016/J.SPA.2024.104353MaRDI QIDQ6496996

Jun-Yi Guo, Aleksandr Ivanovich Sakhanenko, Qianqian Zhou

Publication date: 6 May 2024

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

zbMATH Keywords

rate of convergencecentral limit theoremsublinear expectationLindeberg method

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Strong limit theorems (60F15) Actuarial mathematics (91G05)

Cites Work

• Representation of the penalty term of dynamic concave utilities
• Bounds on the constant in the mean central limit theorem
• On Shige Peng's central limit theorem
• Limit theorems with rate of convergence under sublinear expectations
• A strong law of large numbers for non-additive probabilities
• Coherent Measures of Risk
• Stochastic Finance
• Nonlinear Expectations and Stochastic Calculus under Uncertainty
• On the Convergence Rate in Lyapunov's Theorem
• Robust Statistics

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