Characteristic Functions and the Central Limit Theorem

  • Sidney I. Resnick
Part of the Modern Birkhäuser Classics book series (MBC)


This chapter develops a transform method called characteristic functions for dealing with sums of independent random variables. The basic problem is that the distribution of a sum of independent random variables is rather complex and hard to deal with.


Characteristic Function Central Limit Theorem Independent Random Variable Fourier Inversion Selection Theorem 
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Copyright information

© Springer Science+Business Media New York 2014

Authors and Affiliations

  • Sidney I. Resnick
    • 1
  1. 1.School of Operations Research and Information EngineeringCornell UniversityIthacaUSA

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