A new proof of central limit theorem for i.i.d. random variables
Summary: The central limit theorem (CLT) has long and widely been known as a fundamental result in probability theory. In this note, we give a new proof of the CLT for independent identically distributed (i.i.d.) random variables. Our main tool is the viscosity solution theory of partial differential equations (PDEs).
scientific article; zbMATH DE number 6306627