A Weighted Central Limit Theorem Under Sublinear Expectations
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Abstract: In this paper, we investigate a central limit theorem for weighted sums of independent random variables under sublinear expectations. It is turned out that our results are natural extensions of the results obtained by Peng and Li and Shi.
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Cites work
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- Optimal stopping for non-linear expectations. II
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Cited in
(16)- Complete convergence for weighted sums of widely acceptable random variables under sublinear expectations
- Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)
- Some types of convergence for negatively dependent random variables under sublinear expectations
- On Shige Peng's central limit theorem
- A central limit theorem for \(m\)-dependent random variables under sublinear expectations
- Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations
- Large deviation for negatively dependent random variables under sublinear expectation
- Some inequalities and law of large numbers on weighted g-expectation
- General central limit theorems under sublinear expectations
- Complete integral convergence for weighted sums of widely negative dependent random variables under the sub-linear expectations
- A general central limit theorem under sublinear expectations
- A monotone scheme for \(\mathrm{G}\)-equations with application to the explicit convergence rate of robust central limit theorem
- Central limit theorems for bounded random variables under belief measures
- Precise asymptotics for complete integral convergence in the law of iterated logarithm under the sub-linear expectations
- An \(\alpha\)-stable limit theorem under sublinear expectation
- Central limit theorems for sub-linear expectation under the Lindeberg condition
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