A New Proof of Central Limit Theorem for i.i.d. Random Variables

作者：Zong, Zhaojun; Hu, Feng^*

来源：Abstract and Applied Analysis, 2013, 294910.

DOI：10.1155/2013/294910

• EQUATIONS

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 CLT for independent identically distributed (i.i.d.) random variables. Our main tool is the viscosity solution theory of partial differential equation (PDE).

• 出版日期2013
• 单位曲阜师范大学