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Diff — Central limit theorem

Revision #443 → #1069 · back to history

addedCentral limit theorem (informal)538b179931e6
addedCLT statistical statement88a3f8f9a89a
addedde Moivre–Laplace theoremc0761c854448
addedLaw of large numbers (sample average)8c17ce194a4b
addedClassical CLT (uniform convergence of cdfs)a7e1604fa1b1
addedLindeberg–Lévy CLTb4ab40cc40ea
addedLyapunov CLT02c1d31e2d6f
addedLyapunov implies Lindeberg048e79bb5b82
addedLindeberg–Feller CLT7f12a8e832f1
addedRobbins CLT04cfcce381c9
addedMultidimensional CLT2dcc3abb6692
addedBerry–Esseen type bound for multivariate CLT4fa6b3b85b61
addedGeneralized central limit theorem24429ed7c66f
addedStrong mixing (α-mixing)5a0f355bad40
addedCLT under strong mixing54628d320182
addedMartingale difference CLTc708422267a1
addedProof of classical CLT via characteristic functions85733343d51f
addedBerry–Esseen rate of convergencee24fe4deb8f8
addedMonotone entropy convergencec781a82052ac
addedLaw of the iterated logarithmb7cf937424f2
addedStable distribution7c8cefaeb3f4
addedLocal limit theorem (density convolution)772f371041a7
addedCLT restated via characteristic functions9ad4f88c98f4
addedVariance lemma for stationary sequencesd391c3dcc826
addedMultiplicative CLT (Gibrat's law)223932743036
addedCLT for convex bodies (total variation)61c262f31ea4
addedBerry–Esseen result for log-concave densitiesaab0de5e1fe8
addedSalem–Zygmund theoremae52f6f08115
addedCLT for Gaussian polytope area8c325d5a9f29
addedCLT for linear functions of orthogonal matrices0724c69f513c
addedSubsequence CLT4510ddcae02e
addedCLT on a crystal lattice2d46c9a00256
addedRolling many dice4cf4f1514d73
addedRegression error termsc3b03b361131