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张立新教授学术报告:The convergence of sums of independent random variables under Peng's framework of sub-linear expectations

发布时间:2019-05-07     来源:    点击数:


报告题目:The convergence of sums of independent random variables under Peng's framework of sub-linear expectations

报 告 人:张立新 教授 (浙江大学)

报告时间:2019年5月17日15:30-16:30

报告地点:知新楼B-1238


报告摘要:

Under the classical framework of probability theory in which the probability measure and the expectation are additive, it is well-known that the almost sure convergence, the convergence in probability and the convergence in distribution of the infinite series of independent random variables are equivalent, and, the sufficient and necessary condition for the central limit theorem of independent and identically distributed random variables is that the second moment of the random variables is finite. In this talk, we show similar results under Peng's framework of sub-linear expectations. The inequalities for the tail capacity of maximum sums of independent random variables are established to show the results.


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