A History of the Central Limit Theorem
Autor: | Hans Fischer |
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EAN: | 9780387878577 |
eBook Format: | |
Sprache: | Englisch |
Produktart: | eBook |
Veröffentlichungsdatum: | 08.10.2010 |
Untertitel: | From Classical to Modern Probability Theory |
Kategorie: | |
Schlagworte: | Cauchy Dirichlet Laplace Laplace's 1810 approximation Poisson central limit theorem history of analysis history of probability theory |
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This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications.
Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.