In this paper,we investigate the central limit theorem and the invariance principle for linear processes generated by a new notion of independently and identically distributed(IID)random variables for sub-linear expec...In this paper,we investigate the central limit theorem and the invariance principle for linear processes generated by a new notion of independently and identically distributed(IID)random variables for sub-linear expectations initiated by Peng[19].It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's central limit theorem and invariance principle to the case where probability measures are no longer additive.展开更多
基金Supported by the National Natural Science Foundation of China(11771178)the Science and Technology Development Program of Jilin Province(20170101152JC)+1 种基金the Science and Technology Program of Jilin Edu-cational Department during the“13th Five-Year”Plan Period(JJKH20200951KJ)Fundamental Research Funds for the Central Universities。
文摘In this paper,we investigate the central limit theorem and the invariance principle for linear processes generated by a new notion of independently and identically distributed(IID)random variables for sub-linear expectations initiated by Peng[19].It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's central limit theorem and invariance principle to the case where probability measures are no longer additive.
