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Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.

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What are Central Limit Theorems and why are they called so?

One of my teacher in Probability once told us that this name (Central Limit Theorem) was just used (at the beginning) to stress the importance of the result -which plays a central role in the theory. …
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