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) |
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Pages (from-to) | 1426-1434 |
Number of pages | 9 |
Journal | Stochastic Processes and their Applications |
Volume | 130 |
Issue number | 3 |
DOIs | |
State | Published - Mar 2020 |
Bibliographical note
Publisher Copyright:© 2019 Elsevier B.V.
Keywords
- Sublinear central limit theorem
- The rate of convergence