Central limit theorem for linear processes generated by m-dependent random variables under the sub-linear expectation

We prove the Rosnethal’s inequality of m-dependent random variables under the sub-linear expectation in this paper. Furthermore, we use this inequality to investigate the central limit theorem for linear processes generated by m-dependent random variables under sub-linear expectations. This article use the basic definitions of sub-linear expectation space, Kronecker lemma, Cr inequality etc. to demonstrate the main conclusion.