TY - JOUR
AU1 - Zhang, Li-Xin
AB - In this paper, the functional central limit theorem is established for martingale like random vectors under the framework sub-linear expectations introduced by Shige Peng. As applications, the Lindeberg central limit theorem for independent random vectors is established, the sufficient and necessary conditions of the central limit theorem for independent and identically distributed random vectors are found, and a Lévy’s characterization of a multi-dimensional G-Brownian motion is obtained.
TI - Functional Shige Peng’s Central Limit Theorems for Martingale Vectors
JF - Communications in Mathematics and Statistics
DO - 10.1007/s40304-022-00294-7
DA - 2024-06-01
UR - https://www.deepdyve.com/lp/springer-journals/functional-shige-peng-s-central-limit-theorems-for-martingale-vectors-m9sUL51gX4
SP - 357
EP - 383
VL - 12
IS - 2
DP - DeepDyve
ER -