A central limit theorem under sublinear expectations

TL;DR

This paper establishes a new central limit theorem for sequences of random variables with mean uncertainty in a sublinear expectation space, without requiring identical distributions.

Contribution

It introduces a central limit theorem under sublinear expectations applicable to non-identically distributed variables.

Findings

Proves a CLT under sublinear expectations

Handles non-identically distributed variables

Extends classical CLT to uncertain mean scenarios

Abstract

In this paper we consider a sequence of random variables with mean uncertainty in a sublinear expectation space. Without the hypothesis of identical distributions, we show a new central limit theorem under the sublinear expectations.