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

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

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).

Bibliographic Details
Main Authors: Zhaojun Zong, Feng Hu
Format: Article
Language:English
Published: Hindawi Limited 2013-01-01
Series:Abstract and Applied Analysis
Online Access:http://dx.doi.org/10.1155/2013/294910
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spelling doaj-c79b30502ba24c9a9047552c5c73fcf52020-11-24T22:58:06ZengHindawi LimitedAbstract and Applied Analysis1085-33751687-04092013-01-01201310.1155/2013/294910294910A New Proof of Central Limit Theorem for i.i.d. Random VariablesZhaojun Zong0Feng Hu1School of Mathematical Sciences, Qufu Normal University, Qufu, Shandong 273165, ChinaSchool of Mathematical Sciences, Qufu Normal University, Qufu, Shandong 273165, ChinaCentral 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).http://dx.doi.org/10.1155/2013/294910
collection DOAJ
language English
format Article
sources DOAJ
author Zhaojun Zong
Feng Hu
spellingShingle Zhaojun Zong
Feng Hu
A New Proof of Central Limit Theorem for i.i.d. Random Variables
Abstract and Applied Analysis
author_facet Zhaojun Zong
Feng Hu
author_sort Zhaojun Zong
title A New Proof of Central Limit Theorem for i.i.d. Random Variables
title_short A New Proof of Central Limit Theorem for i.i.d. Random Variables
title_full A New Proof of Central Limit Theorem for i.i.d. Random Variables
title_fullStr A New Proof of Central Limit Theorem for i.i.d. Random Variables
title_full_unstemmed A New Proof of Central Limit Theorem for i.i.d. Random Variables
title_sort new proof of central limit theorem for i.i.d. random variables
publisher Hindawi Limited
series Abstract and Applied Analysis
issn 1085-3375
1687-0409
publishDate 2013-01-01
description 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).
url http://dx.doi.org/10.1155/2013/294910
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AT fenghu anewproofofcentrallimittheoremforiidrandomvariables
AT zhaojunzong newproofofcentrallimittheoremforiidrandomvariables
AT fenghu newproofofcentrallimittheoremforiidrandomvariables
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