Font Size: a A A

High-dimensional CLT And LLN Under Sublinear Expectation

Posted on:2015-05-25Degree:MasterType:Thesis
Country:ChinaCandidate:L ZhouFull Text:PDF
GTID:2180330461960457Subject:Probability and mathematical statistics
Abstract/Summary:PDF Full Text Request
This paper studies limit theory under sublinear expectation, and gives the high-dimensional CLT and LLN, extending some existing results.This paper is organized as follows:in Section 1, we recall some basic notions under sublinear expectations. In Section 2, we give the main result:the high-dimensional CLT and some theorems and corollaries with the proofs. In Section 3, we give some main results of high-dimensional LLN and some theorems and corollaries.
Keywords/Search Tags:sublinear expectation, high-dimensional CLT, high-dimensional LLN, Hausdorff distance
PDF Full Text Request
Related items