Geodesic
Probability Theory
Central limit theorem for capacities
[Théorème de limite centrale pour capacités]

Présenté par : Marc Yor

Hu, Feng1 ; Zhang, Defei1, 2
1 School of Mathematics, Shandong University, 250100, Jinan, China
2 School of Mathematics, Honghe University, 661100, Mengzi, China
Comptes Rendus. Mathématique, Tome 348 (2010) no. 19-20, pp. 1111-1114.

Voir la notice de l'article provenant de la source Numdam

In this Note, our aim is to obtain the central limit theorem for capacities induced by sublinear expectations.

Le but de cette Note est d'établir un théorème central limite pour les capacités associées à une espérance sous-linéaire.

Reçu le :
Accepté le :
Publié le :
DOI : 10.1016/j.crma.2010.07.026

Hu, Feng 1 ; Zhang, Defei 1, 2

1 School of Mathematics, Shandong University, 250100, Jinan, China
2 School of Mathematics, Honghe University, 661100, Mengzi, China 
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Hu, Feng; Zhang, Defei. Central limit theorem for capacities. Comptes Rendus. Mathématique, Tome 348 (2010) no. 19-20, pp. 1111-1114. doi : 10.1016/j.crma.2010.07.026. http://geodesic.mathdoc.fr/articles/10.1016/j.crma.2010.07.026/

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