On Shige Peng's central limit theorem

N. V. Krylov

doi:10.1016/j.spa.2019.05.005

On Shige Peng's central limit theorem

N. V. Krylov

Mathematics

Research output: Contribution to journal › Article › peer-review

13 Scopus citations

Abstract

We give error estimates in Peng's central limit theorem for not necessarily nondegenerate case. The exposition uses the language of the classical probability theory instead of the language of the theory of sublinear expectations. We only consider the one-dimensional case. The higher dimensional extension is left to the interested reader.

Original language	English (US)
Pages (from-to)	1426-1434
Number of pages	9
Journal	Stochastic Processes and their Applications
Volume	130
Issue number	3
DOIs	https://doi.org/10.1016/j.spa.2019.05.005
State	Published - Mar 2020

Bibliographical note

Publisher Copyright:
© 2019 Elsevier B.V.

Keywords

Sublinear central limit theorem
The rate of convergence

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title = "On Shige Peng's central limit theorem",

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KW - The rate of convergence

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On Shige Peng's central limit theorem

Abstract

Bibliographical note

Keywords

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