Convergence of Probability Measures. Central Limit Theorem
Many important results of probability theory are formulated as limit theorems. So, indeed, were James Bernoulli’s law of large numbers, as well as the De Moivre-Laplace limit theorem, the theorems with which the true theory of probability began.
KeywordsProbability Measure Characteristic Function Limit Theorem Central Limit Theorem Weak Convergence
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