Lecture

Stable Laws: Lindeberg-Rafeller Theorem

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.

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