Abstract
In this chapter, we will be concerned with some more general limit theorems. In particular, we shall generalise the central limit Theorem 4.2.1. The method of proof will also lead to a new formulation of the law of large numbers. The methods behind these results are not so easy. They rely on concepts from complex analysis. To make sure that you know what we are talking about, in Section 8.2 there will be a short introduction to complex analysis which contains all the background necessary for the development in this chapter. In this chapter, random variables can be discrete or continuous. We start by formalising a mode of convergence that we have, in fact, already seen.
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© 2003 Springer Basel AG
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Meester, R. (2003). Limit Theorems. In: A Natural Introduction to Probability Theory. Birkhäuser, Basel. https://doi.org/10.1007/978-3-0348-7786-2_8
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DOI: https://doi.org/10.1007/978-3-0348-7786-2_8
Publisher Name: Birkhäuser, Basel
Print ISBN: 978-3-7643-2188-8
Online ISBN: 978-3-0348-7786-2
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