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Atlas.FourierAnalysis.code.CentralLimitTheorem

Instances For
    theorem CentralLimitTheorem.min_pow_le_rpow (x α : ℝ) (hα1 : 0 < α) (hα2 : α < 1) :
    min (|x| ^ 2) (|x| ^ 3) ≤ |x| ^ (2 + α)
    theorem CentralLimitTheorem.expTaylorRemainder_le_rpow (x α : ℝ) (hα1 : 0 < α) (hα2 : α < 1) :
    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'