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Central limit theorems for sub-linear expectation under the Lindeberg condition
In this paper, we investigate the central limit theorems for sub-linear expectation for a sequence of independent random variables without assumption of identical distribution. We first give a bound on the distance between the normalized sum distribution and G-normal distribution which can be used t...
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2018
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6244722/ https://www.ncbi.nlm.nih.gov/pubmed/30839827 http://dx.doi.org/10.1186/s13660-018-1901-x |