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Lecture

Central Limit Theorem: Proof via Lindeberg's Principle

In course

COM-417: Advanced probability and applications

In this course, various aspects of probability theory are considered. The first part covers the main theorems in the field (law of large numbers, central limit theorem), while the second part focuses on the theory of martingales and concentration inequalit ...

Description

This lecture delves into the proof of the Central Limit Theorem using Lindeberg's principle, focusing on the convergence of random variables. The slides present detailed mathematical derivations and comparisons between different random variables, emphasizing the conditions under which the theorem holds. The lecture concludes with a discussion on the implications of the Central Limit Theorem in probability theory and statistics.

Instructors (2)

Yanina Yurina Shkel

Olivier Lévêque

Olivier Lévêque was born in Switzerland in 1971. He received the physics diploma from EPFL in 1995 and completed his PhD in mathematics at EPFL in 2001. Since then, he has been with the Laboratory of Information Theory at EPFL. He spent the academical year 2005-2006 at the Electrical Engineering Department of Stanford University, where he was appointed as lecturer. His research interests include stochastic analysis, random matrices, wireless communications and information theory.

Official source

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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