From Classical to Modern Nonlinear Central Limit Theorems
Open Access
- 21 July 2024
- journal article
- review article
- Published by MDPI AG in Mathematics
- Vol. 12 (14) , 2276
Abstract
In 1733, de Moivre, investigating the limit distribution of the binomial distribution, was the first to discover the existence of the normal distribution and the central limit theorem (CLT). In this review article, we briefly recall the history of classical CLT and martingale CLT, and introduce new directions of CLT, namely Peng’s nonlinear CLT and Chen–Epstein’s nonlinear CLT, as well as Chen–Epstein’s nonlinear normal distribution function.Keywords
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