On Shige Peng’s central limit theorem
| Autor: | Nicolai V Krylov |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
Pure mathematics Sublinear function Applied Mathematics 010102 general mathematics Extension (predicate logic) 01 natural sciences 010104 statistics & probability Probability theory Modeling and Simulation 0101 mathematics Mathematics Exposition (narrative) Central limit theorem |
| Zdroj: | Stochastic Processes and their Applications. 130:1426-1434 |
| ISSN: | 0304-4149 |
| DOI: | 10.1016/j.spa.2019.05.005 |
| Popis: | We give error estimates in Peng’s central limit theorem for not necessarily nondegenerate case. The exposition uses the language of the classical probability theory instead of the language of the theory of sublinear expectations. We only consider the one-dimensional case. The higher dimensional extension is left to the interested reader. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|
Full Text from ScienceDirect