theorem
CentralLimitTheorem.memLp_two_of_higher_moment
{Ω : Type u_1}
[MeasurableSpace Ω]
{P : MeasureTheory.Measure Ω}
[MeasureTheory.IsProbabilityMeasure P]
{X : Ω → ℝ}
{α : ℝ}
(hα : 0 < α)
(hLp : MeasureTheory.MemLp X (ENNReal.ofReal (2 + α)) P)
:
MeasureTheory.MemLp X 2 P
theorem
CentralLimitTheorem.central_limit_theorem
{Ω : Type u_1}
{Ω' : Type u_2}
[MeasurableSpace Ω]
[MeasurableSpace Ω']
{P : MeasureTheory.Measure Ω}
{P' : MeasureTheory.Measure Ω'}
[MeasureTheory.IsProbabilityMeasure P]
[MeasureTheory.IsProbabilityMeasure P']
{X : ℕ → Ω → ℝ}
{Y : Ω' → ℝ}
{α : ℝ}
(hα : 0 < α)
(hLp : MeasureTheory.MemLp (X 0) (ENNReal.ofReal (2 + α)) P)
(hindep : ProbabilityTheory.iIndepFun X P)
(hident : ∀ (i : ℕ), ProbabilityTheory.IdentDistrib (X i) (X 0) P P)
(hY : ProbabilityTheory.HasLaw Y (ProbabilityTheory.gaussianReal 0 (ProbabilityTheory.variance (X 0) P).toNNReal) P')
:
MeasureTheory.TendstoInDistribution
(fun (n : ℕ) (ω : Ω) => (√↑n)⁻¹ * (∑ k ∈ Finset.range n, X k ω - ↑n * ∫ (x : Ω), X 0 x ∂P)) Filter.atTop Y
(fun (x : ℕ) => P) P'