报告题目:Limit theorems with convergence rates under sublinear expectations
报告摘要:We study rates of convergence in a central limit theorem (CLT) under sublinear expectations. We consider the form of the CLT introduced by Fang, Peng, Shao, and Song in their work in Bernoulli, 2019, where they investigated the case of Lipschitz functions. Under more general assumptions we obtain estimates in the CLT for arbitrary functions in terms of truncated third moments. Instead of using viscosity solutions of a nonlinear parabolic PDE, which is the main tool in investigations of the CLT under sublinear expectations, here we employ a simpler generalized Lindeberg method.
报告时间:2024年4月23日 16:00-17:00
报告地点:amjs澳金沙门109室
报告人简介:周倩倩,任职于南京邮电大学理学院统计系。博士毕业于南开大学数学科学学院,师从郭军义教授。主要的研究方向包括次线性期望空间中的极限理论,随机最优控制在保险中的应用。在Stochastic Processes and their Applications, Chinese Annals of Mathematics,Journal of Mathematical Analysis and Applications, Theory of Probability and Its Applications, Stochastic Models,Journal of Inequalities and Applications等期刊发表学术论文10篇,主持国自然青年基金一项和南京邮电大学科研启动基金一项。