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On Kersting's proof of the central limit theorem
Authors:G.Ch. Pflug
Affiliation:JLU Giessen, Arndtstrasse 2, D-6300 Giessen, W. Germany
Abstract:By an adaptation of a method originally invented by G. Kersting [1] for the calculation of the limiting distribution of Markovian processes the central limit theorem (CLT) is proven. Only the case of equal variances is considered.
Keywords:Central limit theorem
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