Abstract
Under some weaker conditions, we give a central limit theorem under sublinear expectations, which extends Peng’s central limit theorem.
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Li, M., Shi, Y. A general central limit theorem under sublinear expectations. Sci. China Math. 53, 1989–1994 (2010). https://doi.org/10.1007/s11425-010-3156-y
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DOI: https://doi.org/10.1007/s11425-010-3156-y