A new proof of central limit theorem for i.i.d. random variables (Q2015331): Difference between revisions
From MaRDI portal
Latest revision as of 15:29, 8 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new proof of central limit theorem for i.i.d. random variables |
scientific article |
Statements
A new proof of central limit theorem for i.i.d. random variables (English)
0 references
23 June 2014
0 references
Summary: The central limit theorem (CLT) has long and widely been known as a fundamental result in probability theory. In this note, we give a new proof of the CLT for independent identically distributed (i.i.d.) random variables. Our main tool is the viscosity solution theory of partial differential equations (PDEs).
0 references
central limit theorem
0 references
i.i.d. random variables
0 references
viscosity solutions
0 references
PDEs
0 references
