A Central Limit Theorem for m-dependent Random Variables under Sublinear Expectations

被引：15

作者：

Li, Xin-peng ^{[1
]}

机构：

[1] Shandong Univ, Sch Math, Jinan 250100, Peoples R China

来源：

ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES | 2015年 / 31卷 / 02期

关键词：

central limit theorem; m-dependence; G-normal distribution;

D O I：

10.1007/s10255-015-0477-1

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we prove a central limit theorem for m-dependent random variables under sublinear expectations. This theorem can be regarded as a generalization of Peng's central limit theorem.

引用

页码：435 / 444

页数：10

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