报告题目：Sufficient and necessary conditions for the central limit theorem under Peng’s framework of sub-linear expectations
报告人：张立新（浙江大学教授）
时间：2019.11.22 10:20-11:20
报告摘要：Under the classical framework of probability theory in which the probability measure and the expectation are additive, 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 consider similar problems under the framework of the sub-linear expectations which are introduced by Peng Shige (2008). The inequalities for the tail capacity of maximum sums of independent random variables are established to show the results.
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报告人简介: 张立新, 浙江大学求是特聘教授, 浙江大学数据科学研究中心副主任. 他的研究兴趣广泛: 包括概率极限理论; 自适应设计; 相依变量; 随机过程的样本轨道性质等, 至今发表160余篇高水平论文, 主持多项自然基金项目, 2012年获得国家自然科学基金杰出青年基金. 目前主持一项国家自然科学基金重点项目.
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