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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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A probability exercise related to Central Limit Thm

This exercise appears in K.L.Chung's A Course in Probability Theory, Chapter 7. Ex.7.1-4 Let ${X_j}$ be independent r.v.'s such that $\max_{1\leqslant j\leqslant n} \frac{|X_j|}{b_n} \to 0$ in pr. …
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