forgot password?
register here
Research articles
  search articles
  reviews guidelines
  articles index
My Pages
my alerts
  my messages
  my reviews
  my favorites
Members: 3431
Articles: 2'256'574
Articles rated: 2602

25 September 2022
  » arxiv » 1912.4715

 Article overview

Functional central limit theorems for random vectors under sub-linear expectations
Li-Xin Zhang ;
Date 8 Dec 2019
AbstractThe central limit theorem of martingales is the fundamental tool for studying the convergence of stochastic processes. The central limit theorem and functional central limit theorem are obtained for martingale like random variables under the sub-linear expectation by Zhang (2019). In this paper, we consider the multi-dimensional martingale like random vectors and establish a functional central limit theorem. As applications, the Lindeberg central limit theorem for independent random vectors is established, and the sufficient and necessary conditions of the central limit theorem for independent and identically distributed random vectors are obtained.
Source arXiv, 1912.4715
Services Forum | Review | PDF | Favorites   
Visitor rating: did you like this article? no 1   2   3   4   5   yes

No review found.
 Did you like this article?

This article or document is ...
of broad interest:
Global appreciation:

  Note: answers to reviews or questions about the article must be posted in the forum section.
Authors are not allowed to review their own article. They can use the forum section.

browser CCBot/2.0 (
» my Online CV
» Free

News, job offers and information for researchers and scientists:
home  |  contact  |  terms of use  |  sitemap
Copyright © 2005-2022 - Scimetrica