New proofs of Khinchin's law of large numbers and Lindeberg's central limit theorem-PDE's approach

DOI10.3934/mfc.2022017OpenAlexW4285200197WikidataQ113692638 ScholiaQ113692638MaRDI QIDQ6167853

Xue Meng, Feng Hu, Miaomiao Gao

Publication date: 7 August 2023

Published in: Mathematical Foundations of Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mfc.2022017

zbMATH Keywords

PDELindeberg's CLTKhinchin's LLN

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear initial, boundary and initial-boundary value problems for linear parabolic equations (35K60) Strong limit theorems (60F15) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Cites Work

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• A history of the central limit theorem. From classical to modern probability theory
• Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
• An \(L_p\) bound for the remainder in a combinatorial central limit theorem
• Law of large numbers and central limit theorem under nonlinear expectations
• On the regularity theory of fully nonlinear parabolic equations: II
• User’s guide to viscosity solutions of second order partial differential equations
• The fundamental limit theorems in probability

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