Central limit theorems for sub-linear expectation under the Lindeberg condition.

In this paper, we investigate the central limit theorems for sub-linear expectation for a sequence of independent random variables without assumption of identical distribution. We first give a bound on the distance between the normalized sum distribution and G-normal distribution which can be used to derive the central limit theorem for sub-linear expectation under the Lindeberg condition. Then we obtain the central limit theorem for capacity under the Lindeberg condition. We also get the central limit theorem for capacity for summability methods under the Lindeberg condition. [ABSTRACT FROM AUTHOR]