On rates of convergence in a CLT under sublinear expectations - Доклады на конференциях | Sciact - Система учета научной деятельности ИМ СО РАН

On rates of convergence in a CLT under sublinear expectations Доклады на конференциях

Язык

Английский

Тип доклада

Пленарный

Url доклада

https://stochastics-conf2024.uz/

Конференция

INTERNATIONAL CONFERENCE STOCHASTIC ANALYSIS
21-23 окт. 2024 , г. Ташкент

Авторы

Sakhanenko A. ¹

Организации

1	Институт математики им. С.Л. Соболева СО РАН

On rates of convergence in a CLT under sublinear expectations Sakhanenko, Alexander I. Sobolev Institute of Mathematics, Novosibirsk, 630090 Russia In the talk we are going to present estimates in a CLT with uncertain mean and variance. Thus, instead of standard expectation E in the classical sense, we use below sublinear expectation E, which was introduced by Shige Peng in a number of papers to describe the uncertainty.

Sakhanenko A.
On rates of convergence in a CLT under sublinear expectations
INTERNATIONAL CONFERENCE STOCHASTIC ANALYSIS 21-23 Oct 2024