Generalized Wasserstein distance and weak convergence of sublinear expectations

Abstract

In this paper, we define the generalized Wasserstein distance for sets of Borel probability measures and demonstrate that the weak convergence of sublinear expectations can be characterized by means of this distance.

References in corpus (2)

• A New Central Limit Theorem under Sublinear Expectations
• Tightness, weak compactness of nonlinear expectations and application to CLT