On Shige Peng's central limit theorem

被引：13

作者：

Krylov, N. V. ^{[1
]}

机构：

[1] Univ Minnesota, 127 Vincent Hall, Minneapolis, MN 55455 USA

来源：

STOCHASTIC PROCESSES AND THEIR APPLICATIONS | 2020年 / 130卷 / 03期

关键词：

Sublinear central limit theorem; The rate of convergence;

D O I：

10.1016/j.spa.2019.05.005

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

We give error estimates in Peng's central limit theorem for not necessarily nondegenerate case. The exposition uses the language of the classical probability theory instead of the language of the theory of sublinear expectations. We only consider the one-dimensional case. The higher dimensional extension is left to the interested reader. (C) 2019 Elsevier B.V. All rights reserved.

引用

页码：1426 / 1434

页数：9

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