论文标题
一组概率度量的中央限制定理
A Central Limit Theorem for Sets of Probability Measures
论文作者
论文摘要
我们证明了一系列随机变量序列的中心限制定理，其均值模棱两可和以非结构化方式变化。它们的联合分布由一组措施描述。极限是（不是正态分布，是）由向后的随机微分方程定义，可以解释为对模棱两可的连续时间随机行走进行建模。
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is) defined by a backward stochastic differential equation that can be interpreted as modeling an ambiguous continuous-time random walk.
