Probability-1 pp 373-460 | Cite as

Convergence of Probability Measures. Central Limit Theorem

  • Albert N. Shiryaev
Part of the Graduate Texts in Mathematics book series (GTM, volume 95)


In the formal construction of a course in the theory of probability, limit theorems appear as a kind of superstructure over elementary chapters, in which all problems have finite, purely arithmetical character. In reality, however, the epistemological value of the theory of probability is revealed only by limit theorems. Moreover, without limit theorems it is impossible to understand the real content of the primary concept of all our sciences – the concept of probability.


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© Springer Science+Business Media New York 2016

Authors and Affiliations

  • Albert N. Shiryaev
    • 1
  1. 1.Department of Probability Theory and Mathematical StatisticsSteklov Mathematical Institute and Lomonosov Moscow State UniversityMoscowRussia

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