Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations

2012/11/06 by Ze-Chun Hu, Ling Zhou, Hu, Ze-Chun +1
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60F05 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics #math.PR #msc:60F05

paper · pdf · doi:10.48550/arxiv.1211.1090

18 pages. arXiv admin note: text overlap with arXiv:1002.4546 by other authors

openalex publication_date 2012/11/06 · arxiv created 2013/06/19 · arxiv updated 2013/06/20 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results.

Citations

• Nonlinear Expectations and Stochastic Calculus under Uncertainty

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