The main goal of this chapter is the central limit theorem (CLT) for sums of independent random variables (Theorem 15.37) and for independent arrays of random variables (Lindeberg-Feller theorem, Theorem 15.43). For the latter, we prove only that one of the two implications (Lindeberg’s theorem) that is of interest in the applications.
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© 2008 Springer-Verlag London Limited
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(2008). Characteristic Functions and the Central Limit Theorem. In: Probability Theory. Universitext. Springer, London. https://doi.org/10.1007/978-1-84800-048-3_15
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DOI: https://doi.org/10.1007/978-1-84800-048-3_15
Publisher Name: Springer, London
Print ISBN: 978-1-84800-047-6
Online ISBN: 978-1-84800-048-3
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