Lecture

Stable Laws: Lindeberg-Rafeller Theorem

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In course

MATH-432: Probability theory

The course is based on Durrett's text book Probability: Theory and Examples.
It takes the measure theory approach to probability theory, wherein expectations are simply abstract integrals. ...

Description

This lecture covers the Lindeberg-Rafeller theorem, discussing characteristic functions, moment problems, and the Central Limit Theorem. It delves into Lindeberg's parallel condition, independence assumptions, and Lindeberg's proof. The lecture also explores Lindeberg's conditions, covariance properties, and the Lindeberg-Fafeller theorem. It concludes with the Lindeberg-Rafeller theorem assumptions, random variable independence, and scaling properties.

Instructor

Thomas Mountford

Teaching & PhD Past EPFL PhD Students Damien Gauthier, Samir Brahim Belhaouari, Driss Baraka, Daniel Rodrigues Valesin, Samuel Schöpfer, Kamran Kalbasi, Jacques Saliba, Hao Xue, Keming Chen Past EPFL PhD Students as codirector Guillaume Charles Woessner Courses Analysis I MATH-101(d) Study the fundamental concepts of analysis, and the differential and integral calculus of real-valued functions of one real variable. Markov chains MATH-332 The course follows the text of Norris

Official source

Ontological neighbourhood

Statistics

Statistical inference: Mathematical statistics

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