scholarly journals Exact convergence rates in the central limit theorem for a class of martingales

Bernoulli ◽  
2007 ◽  
Vol 13 (4) ◽  
pp. 981-999 ◽  
Author(s):  
M. El Machkouri ◽  
L. Ouchti
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Convergence Rates ◽  
The Central Limit Theorem

scholarly journals Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation

2021 ◽  
Vol 36 (2) ◽  
pp. 243-255
Author(s):  
Wei Liu ◽  
Yong Zhang
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Invariance Principle ◽  
Random Variables ◽  
Probability Measures ◽  
Linear Processes ◽  
The Central Limit Theorem

AbstractIn this paper, we investigate the central limit theorem and the invariance principle for linear processes generated by a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng [19]. It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov’s central limit theorem and invariance principle to the case where probability measures are no longer additive.

Sign in / Sign up

Export Citation Format

Share Document