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The title basically says it all. I would like to learn about CF in order to understand the proof of the CLT that makes use of CF. Ideally I would like to read a book that does not only give proves of the theorems and properties but also contains some text why these properties are also intuitively plausible. So I would be glad if you could recommend me a decent book for self-studying.

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  • $\begingroup$ Which version of the CLT? Classical (iid)? $\endgroup$ – Glen_b Aug 3 '18 at 10:20
  • $\begingroup$ Yes, classical is fine! $\endgroup$ – Sebastian Aug 3 '18 at 10:27

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