Volume 4, Number 2 (November 2005)                   JIRSS 2005, 4(2): 73-86 | Back to browse issues page


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McDonald D R. The Local Limit Theorem: A Historical Perspective. JIRSS. 2005; 4 (2) :73-86
URL: http://jirss.irstat.ir/article-1-127-en.html

Abstract:   (5050 Views)
The local limit theorem describes how the density of a sum of random variables follows the normal curve. However the local limit theorem is often seen as a curiosity of no particular importance when compared with the central limit theorem. Nevertheless the local limit theorem came first and is in fact associated with the foundation of probability theory by Blaise Pascal and Pierre de Fermat and was originally formalized by Jakob Bernoulli, Abraham DeMoivre and Pierre-Simon Laplace.
Here we describe the historical roots of the local limit theorem. We describe how it was supplanted by the central limit theorem in applications. Then we review the revival started by B. V. Gnedenko and we describe modern developments.
Full-Text [PDF 316 kb]   (2346 Downloads)    
Subject: 60: Probability theory and stochastic processes
Received: 2011/10/22 | Accepted: 2015/09/12

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