CSpace  > 应用数学研究所
Stein type characterization for G-normal distributions
Hu, Mingshang1; Peng, Shige1,2; Song, Yongsheng3
2017
发表期刊ELECTRONIC COMMUNICATIONS IN PROBABILITY
ISSN1083-589X
卷号22页码:12
摘要In this article, we provide a Stein type characterization for G-normal distributions: Let N[phi] = sup(mu is an element of Theta) mu[phi], phi E C-b,(Lip)(R), be a sublinear expectation. N is G-normal if and only if for any phi is an element of C-b(2) (R), we have integral(R) [x/2 phi'(x)-G(phi ''(x))]mu(phi)(dx) = 0 where mu(phi) is a realization of y associated with N, i.e., mu phi is an element of Theta and mu(phi)[phi] = N[phi].
关键词G-normal distribution Stein type characterization G-expectation
DOI10.1214/17-ECP53
语种英语
资助项目NSF[11671231] ; NSF[11626247] ; NSF[11231005] ; Young Scholars Program of Shandong University[2016WLJH10] ; NCMIS ; Key Lab of Random Complex Structures and Data Science, CAS[2008DP173182] ; Key Research Program of Frontier Sciences, CAS[QYZDB-SSW-SYS017]
WOS研究方向Mathematics
WOS类目Statistics & Probability
WOS记录号WOS:000399770400001
出版者UNIV WASHINGTON, DEPT MATHEMATICS
引用统计
文献类型期刊论文
条目标识符http://ir.amss.ac.cn/handle/2S8OKBNM/25978
专题应用数学研究所
通讯作者Hu, Mingshang
作者单位1.Shandong Univ, Zhongtai Secur Inst Financial Studies, Jinan 250100, Shandong, Peoples R China
2.Shandong Univ, Sch Math, Jinan 250100, Shandong, Peoples R China
3.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
推荐引用方式
GB/T 7714
Hu, Mingshang,Peng, Shige,Song, Yongsheng. Stein type characterization for G-normal distributions[J]. ELECTRONIC COMMUNICATIONS IN PROBABILITY,2017,22:12.
APA Hu, Mingshang,Peng, Shige,&Song, Yongsheng.(2017).Stein type characterization for G-normal distributions.ELECTRONIC COMMUNICATIONS IN PROBABILITY,22,12.
MLA Hu, Mingshang,et al."Stein type characterization for G-normal distributions".ELECTRONIC COMMUNICATIONS IN PROBABILITY 22(2017):12.
条目包含的文件
条目无相关文件。
个性服务
推荐该条目
保存到收藏夹
查看访问统计
导出为Endnote文件
谷歌学术
谷歌学术中相似的文章
[Hu, Mingshang]的文章
[Peng, Shige]的文章
[Song, Yongsheng]的文章
百度学术
百度学术中相似的文章
[Hu, Mingshang]的文章
[Peng, Shige]的文章
[Song, Yongsheng]的文章
必应学术
必应学术中相似的文章
[Hu, Mingshang]的文章
[Peng, Shige]的文章
[Song, Yongsheng]的文章
相关权益政策
暂无数据
收藏/分享
所有评论 (0)
暂无评论
 

除非特别说明,本系统中所有内容都受版权保护,并保留所有权利。