LAW OF LARGE NUMBERS AND CENTRAL LIMIT THEOREM FOR INDEPENDENT AND NON-IDENTICAL DISTRIBUTED RANDOM VARIABLES UNDER SUBLINEAR EXPECTATIONS

被引：0

作者：

Gao, Miaomiao ^{[1
]}

Hu, Feng ^{[1
]}

Zong, Zhaojun ^{[1
]}

机构：

[1] Qufu Normal Univ, Sch Stat, Qufu 273165, Peoples R China

来源：

DYNAMIC SYSTEMS AND APPLICATIONS | 2018年 / 27卷 / 02期

基金：

中国国家自然科学基金;

关键词：

SUB-LINEAR EXPECTATIONS; RISK; INEQUALITIES;

D O I：

10.12732/dsa.v27i2.3

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we study some limit theorems for random variables under sublinear expectations. First, a law of large numbers is proved for independent and non-identical distributed random variables with only finite first order moments. Second, a central limit theorem is proved for independent and non-identical distributed. random variables with only finite second order moments. These results include and extend some existing results.

引用

页码：237 / 256

页数：20

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