A general central limit theorem under sublinear expectations

作者：Li Min; Shi YuFeng^*

来源：Science China Mathematics, 2010, 53(8): 1989-1994.

DOI：10.1007/s11425-010-3156-y

• central limit theorem
• sublinear expectation
• G-normal distribution

Under some weaker conditions, we give a central limit theorem under sublinear expectations, which extends Peng's central limit theorem.

• 出版日期2010-8
• 单位山东大学