Central limit theorems for bounded random variables under belief measures
From MaRDI portal
Publication:681767
DOI10.1016/j.jmaa.2017.11.019zbMath1392.60029arXiv1501.00771OpenAlexW2770868878MaRDI QIDQ681767
Publication date: 13 February 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.00771
Cites Work
- Unnamed Item
- Unnamed Item
- A general central limit theorem under sublinear expectations
- Exchangeable capacities, parameters and incomplete theories
- Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations
- Towards a frequentist theory of upper and lower probability
- Limit laws for non-additive probabilities and their frequentist interpretation
- IID: Independently and indistinguishably distributed.
- A strong law of large numbers for capacities
- Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations
- A strong law of large numbers for non-additive probabilities
- Ambiguous volatility, possibility and utility in continuous time
- Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation
- Minimax tests and the Neyman-Pearson lemma for capacities
- Theory of capacities
- A Weighted Central Limit Theorem Under Sublinear Expectations
- General laws of large numbers under sublinear expectations
- Risk, Ambiguity, and the Savage Axioms
- Robust Confidence Regions for Incomplete Models
- Decision Making with Monotone Lower Probabilities of Infinite Order
- Le Comportement de l'Homme Rationnel devant le Risque: Critique des Postulats et Axiomes de l'Ecole Americaine