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Prokhorov Distance with Rates of Convergence under Sublinear Expectations
Theory of Probability and Its Applications ( IF 0.5 ) Pub Date : 2021-02-05 , DOI: 10.1137/s0040585x97t990150 Q. Zhou , A. I. Sakhanenko , J. Guo
Theory of Probability and Its Applications ( IF 0.5 ) Pub Date : 2021-02-05 , DOI: 10.1137/s0040585x97t990150 Q. Zhou , A. I. Sakhanenko , J. Guo
Theory of Probability &Its Applications, Volume 65, Issue 4, Page 616-638, January 2021.
Prokhorov distances under sublinear expectations are presented in the CLT and the functional CLT, and the convergence rates for them are obtained by the Lindeberg method. In particular, the obtained estimate in the functional CLT yields the known Borovkov estimate in the classical functional CLT with an explicit constant.
中文翻译：
次线性期望下具有收敛率的普罗霍罗夫距离
Theory of Probability & Its Applications，第 65 卷，第 4 期，第 616-638 页，2021 年 1 月
。在 CLT 和泛函 CLT 中呈现了次线性期望下的 Prokhorov 距离，并且它们的收敛速度通过 Lindeberg 方法获得。特别是，在泛函 CLT 中获得的估计在具有显式常数的经典泛函 CLT 中产生已知的 Borovkov 估计。
更新日期：2021-02-05
Prokhorov distances under sublinear expectations are presented in the CLT and the functional CLT, and the convergence rates for them are obtained by the Lindeberg method. In particular, the obtained estimate in the functional CLT yields the known Borovkov estimate in the classical functional CLT with an explicit constant.
中文翻译：
次线性期望下具有收敛率的普罗霍罗夫距离
Theory of Probability & Its Applications，第 65 卷，第 4 期，第 616-638 页，2021 年 1 月
。在 CLT 和泛函 CLT 中呈现了次线性期望下的 Prokhorov 距离，并且它们的收敛速度通过 Lindeberg 方法获得。特别是，在泛函 CLT 中获得的估计在具有显式常数的经典泛函 CLT 中产生已知的 Borovkov 估计。
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