Limit Theorems: The Statistical Behavior of Systems with Many Variables
摘要
In this chapter we will discuss limit theorems, that is, the behavior of the sum of a very large number of independent variables. These results are of great importance both conceptually and practically (for applications in physics, biology, and finance), as they clearly show how the theory of probability is not at all a vague science, but is able to state that certain events are practically certain (or practically impossible).