110 citations · 275 across the 13 of their papers we have counts for
4 papers · 1 filter
A weighted central limit theorem under sublinear expectations
Defei Zhang
In this paper, we investigate a central limit theorem for weighted sums of independent random variables under sublinear expectations. It is turned out that our results are natural…
An Invariance Principle of G-Brownian Motion for the Law of the Iterated Logarithm under G-expectation
Panyu Wu, Zengjing Chen
The classical law of the iterated logarithm (LIL for short)as fundamental limit theorems in probability theory play an important role in the development of probability theory and i…
General laws of large numbers under sublinear expectations
Feng Hu
In this paper, under some weaker conditions, we give three laws of large numbers under sublinear expectations (capacities), which extend Peng's law of large numbers under sublinear…
A law of the iterated logarithm sublinear expectations
Zengjing Chen, Feng Hu
In this paper, motivated by the notion of independent identically distributed (IID) random variables under sub-linear expectations initiated by Peng, we investigate a law of the it…