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A central limit theorem under sublinear expectations

Published 23 May 2010 in math.PR | (1005.4188v1)

Abstract: In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new central limit theorem under the sublinear expectations.

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Authors (2)

  1. Min Li 
  2. Yufeng Shi 

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