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A central limit theorem for sets of probability measures.

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Title: A central limit theorem for sets of probability measures.
Authors: Chen, Zengjing1 (AUTHOR) zjchen@sdu.edu.cn, Epstein, Larry G.1,2,3 (AUTHOR) larry.epstein@mcgill.ca
Source: Stochastic Processes & Their Applications. Oct2022, Vol. 152, p424-451. 28p.
Subjects: Central limit theorem, Probability measures, Stochastic differential equations, Random variables, Random walks
Abstract: 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 (suitably equivalent) probability measures. The limit is defined by a backward stochastic differential equation that can be interpreted as modeling an ambiguous continuous-time random walk. [ABSTRACT FROM AUTHOR]
Copyright of Stochastic Processes & Their Applications is the property of Elsevier B.V. and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract. (Copyright applies to all Abstracts.)
Database: Engineering Source
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DbLabel: Engineering Source
An: 158672547
AccessLevel: 6
PubType: Academic Journal
PubTypeId: academicJournal
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  Data: A central limit theorem for sets of probability measures.
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  Data: <searchLink fieldCode="AR" term="%22Chen%2C+Zengjing%22">Chen, Zengjing</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> zjchen@sdu.edu.cn</i><br /><searchLink fieldCode="AR" term="%22Epstein%2C+Larry+G%2E%22">Epstein, Larry G.</searchLink><relatesTo>1,2,3</relatesTo> (AUTHOR)<i> larry.epstein@mcgill.ca</i>
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  Data: <searchLink fieldCode="DE" term="%22Central+limit+theorem%22">Central limit theorem</searchLink><br /><searchLink fieldCode="DE" term="%22Probability+measures%22">Probability measures</searchLink><br /><searchLink fieldCode="DE" term="%22Stochastic+differential+equations%22">Stochastic differential equations</searchLink><br /><searchLink fieldCode="DE" term="%22Random+variables%22">Random variables</searchLink><br /><searchLink fieldCode="DE" term="%22Random+walks%22">Random walks</searchLink>
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  Label: Abstract
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  Data: 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 (suitably equivalent) probability measures. The limit is defined by a backward stochastic differential equation that can be interpreted as modeling an ambiguous continuous-time random walk. [ABSTRACT FROM AUTHOR]
– Name: AbstractSuppliedCopyright
  Label:
  Group: Ab
  Data: <i>Copyright of Stochastic Processes & Their Applications is the property of Elsevier B.V. and its content may not be copied or emailed to multiple sites without the copyright holder's express written permission. Additionally, content may not be used with any artificial intelligence tools or machine learning technologies. However, users may print, download, or email articles for individual use. This abstract may be abridged. No warranty is given about the accuracy of the copy. Users should refer to the original published version of the material for the full abstract.</i> (Copyright applies to all Abstracts.)
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RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1016/j.spa.2022.07.003
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 28
        StartPage: 424
    Subjects:
      – SubjectFull: Central limit theorem
        Type: general
      – SubjectFull: Probability measures
        Type: general
      – SubjectFull: Stochastic differential equations
        Type: general
      – SubjectFull: Random variables
        Type: general
      – SubjectFull: Random walks
        Type: general
    Titles:
      – TitleFull: A central limit theorem for sets of probability measures.
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            NameFull: Chen, Zengjing
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            NameFull: Epstein, Larry G.
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          Dates:
            – D: 01
              M: 10
              Text: Oct2022
              Type: published
              Y: 2022
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              Value: 152
          Titles:
            – TitleFull: Stochastic Processes & Their Applications
              Type: main
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