3
$\begingroup$

I am looking for a proof based on characteristic functions for the generalized central limit theorem when the second moment does not exist, in which case one ends up with a power law rather than a Gaussian state.

This Theorem is described on the wikipedia page of the CLT click me but unfortunately there is no modern reference to this result given.

Improve this question
$\endgroup$

1 Answer 1

Reset to default
2
$\begingroup$

Welcome to MO! This theorem is e.g. Theorem 14 on page 91 of Petrov's book, with further references to [24], [50].

Improve this answer
$\endgroup$

You must log in to answer this question.

Not the answer you're looking for? Browse other questions tagged .