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Results tagged with mathematical-statistics
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user 20574
Mathematical theory of statistics, concerned with formal definitions and general results.
16
votes
A dynamical systems view of the Central Limit Theorem?
After doing some digging in the literature, encouraged by Kjetil's answer, I've found a few references that do take the geometric/dynamical systems approach to the CLT seriously, besides the book by Y …
- 563
23
votes
3
answers
2k
views
A dynamical systems view of the Central Limit Theorem?
(Originally posted on MSE.)
I have seen many heuristic discussions of the classical central limit theorem speak of the normal distribution (or any of the stable distributions) as an "attractor" in th …
- 563