论文标题
prokhorov距离,在标准期望下的收敛速度
Prokhorov distance with rates of convergence under sublinear expectations
论文作者
论文摘要
在CLT和功能性CLT中介绍了尖刺期望下的Prokhorov距离,并且通过Lindeberg方法获得了它们的收敛速率。特别是,在功能性CLT中获得的估计值在具有显式常数的经典功能CLT中得出已知的Borovkov的估计值。
Prokhorov distances under sublinear expectations are presented in CLT and functional CLT, and the convergence rates for them are obtained by Lindeberg method. In particular, the obtained estimate in functional CLT yields known Borovkov's estimate in classical functional CLT with explicit constant.