A New Central Limit Theorem under Sublinear Expectations

Details A New Central Limit Theorem under Sublinear Expectations A New Central Limit Theorem under Sublinear Expectations

2008-03-18

arxiv.org/abs/0803.2656v1

Mathematics

Probability

Scientific paper

We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that mean-uncertainty can be also described. W present our new result of central limit theorem under sublinear expectation. This theorem can be also regarded as a generalization of the law of large number in the case of mean-uncertainty.

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