A new proof of central limit theorem for i.i.d. random variables (Q2015331): Difference between revisions
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Revision as of 06:25, 13 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | A new proof of central limit theorem for i.i.d. random variables |
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A new proof of central limit theorem for i.i.d. random variables (English)
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23 June 2014
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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).
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central limit theorem
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i.i.d. random variables
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viscosity solutions
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PDEs
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