On Shige Peng's central limit theorem

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 straightforward.

8 pages

References in corpus (2)

• A New Central Limit Theorem under Sublinear Expectations
• Normal Approximation by Stein's Method under Sublinear Expectations

Cited by in corpus (2)

• Stein's Method for Law of Large Numbers under Sublinear Expectations
• A hypothesis-testing perspective on the G-normal distribution theory