中国科学院机构知识库网格系统: Stein type characterization for G-normal distributions

Stein type characterization for G-normal distributions

文献类型：期刊论文


作者	Hu, Mingshang 1; Peng, Shige 1,2; Song, Yongsheng3
刊名	ELECTRONIC COMMUNICATIONS IN PROBABILITY
出版日期	2017
卷号	22 页码:12
ISSN号	1083-589X
关键词	G-normal distribution Stein type characterization G-expectation
DOI	10.1214/17-ECP53
英文摘要	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].
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
语种	英语
出版者	UNIV WASHINGTON, DEPT MATHEMATICS
WOS记录号	WOS:000399770400001
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/25977]
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.

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来源：数学与系统科学研究院

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Stein type characterization for G-normal distributions

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