LAW OF LARGE NUMBERS AND CENTRAL LIMIT THEOREM FOR INDEPENDENT AND NON-IDENTICAL DISTRIBUTED RANDOM VARIABLES UNDER SUBLINEAR EXPECTATIONS

TitleLAW OF LARGE NUMBERS AND CENTRAL LIMIT THEOREM FOR INDEPENDENT AND NON-IDENTICAL DISTRIBUTED RANDOM VARIABLES UNDER SUBLINEAR EXPECTATIONS
Publication TypeJournal Article
Year of Publication2018
AuthorsGAO MIAOMIAO, HU FENG, ZONG ZHAOJUN
JournalDynamic Systems and Applications
Volume27
Issue2
Start Page237
Pagination20
Date Published03/2018
ISSN1056-2176
AMS Subject Classification60G48, 60H10
Abstract

In this paper, we study some limit theorems for random variables under sublinear expectations. First, a law of large numbers is proved for independent and non-identical distributed random variables with only finite first order moments. Second, a central limit theorem is proved for independent and non-identical distributed random variables with only finite second order moments. These results include and extend some existing results.
PDFhttps://acadsol.eu/dsa/articles/27/2/3.pdf
DOI10.12732/dsa.v27i2.3
Refereed DesignationRefereed