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Probability pp 306-353 | Cite as

Convergence of Probability Measures. Central Limit Theorem

  • A. N. Shiryayev
Part of the Graduate Texts in Mathematics book series (GTM, volume 95)

Abstract

Many important results of probability theory are formulated as limit theorems. So, indeed, were James Bernoulli’s law of large numbers, as well as the De Moivre-Laplace limit theorem, the theorems with which the true theory of probability began.

Keywords

Probability Measure Characteristic Function Limit Theorem Central Limit Theorem Weak Convergence 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1984

Authors and Affiliations

  • A. N. Shiryayev
    • 1
  1. 1.Steklov Mathematical InstituteMoscowUSSR

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