Le but de cette Note est d'établir un théorème central limite pour les capacités associées à une espérance sous-linéaire.
In this Note, our aim is to obtain the central limit theorem for capacities induced by sublinear expectations.
Accepté le :
Publié le :
@article{CRMATH_2010__348_19-20_1111_0, author = {Hu, Feng and Zhang, Defei}, title = {Central limit theorem for capacities}, journal = {Comptes Rendus. Math\'ematique}, pages = {1111--1114}, publisher = {Elsevier}, volume = {348}, number = {19-20}, year = {2010}, doi = {10.1016/j.crma.2010.07.026}, language = {en}, url = {http://archive.numdam.org/articles/10.1016/j.crma.2010.07.026/} }
TY - JOUR AU - Hu, Feng AU - Zhang, Defei TI - Central limit theorem for capacities JO - Comptes Rendus. Mathématique PY - 2010 SP - 1111 EP - 1114 VL - 348 IS - 19-20 PB - Elsevier UR - http://archive.numdam.org/articles/10.1016/j.crma.2010.07.026/ DO - 10.1016/j.crma.2010.07.026 LA - en ID - CRMATH_2010__348_19-20_1111_0 ER -
%0 Journal Article %A Hu, Feng %A Zhang, Defei %T Central limit theorem for capacities %J Comptes Rendus. Mathématique %D 2010 %P 1111-1114 %V 348 %N 19-20 %I Elsevier %U http://archive.numdam.org/articles/10.1016/j.crma.2010.07.026/ %R 10.1016/j.crma.2010.07.026 %G en %F CRMATH_2010__348_19-20_1111_0
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://archive.numdam.org/articles/10.1016/j.crma.2010.07.026/
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