A new proof of central limit theorem for i.i.d. random variables

DOI10.1155/2013/294910MaRDI QIDQ2015331zbMATH OpenOpenAlexWikidataFDO

Authors Feng Hu, Zhaojun Zong

Publication date 23 June 2014

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2013/294910

zbMATH Keywords

central limit theoremi.i.d. random variablesPDEsviscosity solutions

Mathematics Subject Classification ID

Viscosity solutions to PDEs (35D40) Central limit and other weak theorems (60F05)

Review text

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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Cites work

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• Near equivalence on metric spaces and a nonstandard central limit theorem
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• A Short and Elementary Proof of the Central Limit Theorem by Individual Swapping
• New proofs of Khinchin's law of large numbers and Lindeberg's central limit theorem-PDE's approach
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• Central limit theorem under uncertain linear transformations

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