Limit theorems under nonlinear expectations dominated by sublinear expectations
Fuente:
arXiv
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| Main Authors: | , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
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| _version_ | 1866909654317006848 |
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| author | Li, Xiaojuan Hu, Mingshang |
| author_facet | Li, Xiaojuan Hu, Mingshang |
| contents | In this paper, we obtain a new estimate for uniform integrability under sublinear expectations. Based on this, we establish the limit theorems under nonlinear expectations dominated by sublinear expectations through tightness, and the limit distributions can be completely nonlinear. Finally, we study the limit theorem in a special case, where the limit distribution satisfies positive homogeneity. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2506_17109 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Limit theorems under nonlinear expectations dominated by sublinear expectations Li, Xiaojuan Hu, Mingshang Probability 60F05, 60H10 In this paper, we obtain a new estimate for uniform integrability under sublinear expectations. Based on this, we establish the limit theorems under nonlinear expectations dominated by sublinear expectations through tightness, and the limit distributions can be completely nonlinear. Finally, we study the limit theorem in a special case, where the limit distribution satisfies positive homogeneity. |
| title | Limit theorems under nonlinear expectations dominated by sublinear expectations |
| topic | Probability 60F05, 60H10 |
| url | https://arxiv.org/abs/2506.17109 |