PROKHOROV DISTANCE WITH RATES OF CONVERGENCE UNDER SUBLINEAR EXPECTATIONS

Zhou, Q; Sakhanenko, AI; Guo, J

Guo, J (corresponding author), Nankai Univ, Sch Math Sci, Tianjin, Peoples R China.

THEORY OF PROBABILITY AND ITS APPLICATIONS, 2021; 65 (4): 616

Abstract

Prokhorov distances under sublinear expectations are presented in the CLT and the functional CLT, and the convergence rates for them are obtained by t......

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