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math.PR2012
Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations
Ze-Chun Hu, Ling Zhou
In this paper, we present some multi-dimensional central limit theorems and laws of large numbers under sublinear expectations, which extend some previous results.
math.PR2011
Chebyshev's inequality for Banach-space-valued random elements
Ling Zhou, Ze-Chun Hu
In this paper, we obtain a new generalization of Chebyshev's inequality for random elements taking values in a separate Banach space.