Central limit theorem for capacities

DOI10.1016/J.CRMA.2010.07.026MaRDI QIDQ609382zbMATH OpenOpenAlexFDO

Authors Feng Hu, Defei Zhang

Publication date 30 November 2010

Published in Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.crma.2010.07.026

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

Cites work

• Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• \(G\)-expectation, \(G\)-Brownian motion and related stochastic calculus of Itô type

Cited in

(12)

• Large deviation principle for random variables under sublinear expectations on \(\mathbb{R}^d\)
• A law of large numbers under the nonlinear expectation
• Almost periodic solutions for stochastic differential equations driven by \(G\)-Brownian motion
• Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations
• Counterexamples to a central limit theorem and a weak law of large numbers for capacities
• Central limit theorems for sub-linear expectation under the Lindeberg condition
• Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation
• A Weighted Central Limit Theorem Under Sublinear Expectations
• On complete convergence for extended independent random variables under sub-linear expectations
• Asymptotic estimates for the solution of stochastic differential equations driven by G-Brownian motion
• The modulus of continuity theorem for G-Brownian motion
• How big are the increments of \(G\)-Brownian motion?

This page was built for publication: Central limit theorem for capacities

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q609382)