I believe the following book by Yakov Sinai: "Probability Theory An Introductory Course" (Springer) uses such an argument to prove a version of the central limit theorem in chapter 15. UPDATE A better reference is the updated version of that book, Leonid Koralov & Yakov Sinai: "Theory of Probability and Random Processes, second edition" (Universitext).
kjetil b halvorsen
- 2.6k
- 5
- 37
- 40