Abstract:In spite of its simplicity, the central limit theorem captures one of the most outstanding phenomena in mathematical physics, that of universality. It states that, while navigating the set of all possible distributions by their convolution there exists a fixed point, the family of Gaussian distributions, with a fairly large basin of attraction comprising a wide family of weakly correlated distributions. More colloquially, this means roughly speaking that the sum of independent and identically distributed rando… Show more
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