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Published online by Cambridge University Press: 07 November 2024
Chapter 2 is devoted to the classical Central Limit Theorem. The initial presentation is based on Lindeberg’s non-Fourier techniques. This is followed by a derivation of the Berry–Esseen estimate based on ideas of C. Stein. Fourier techniques are introduced in §2.3, and in the final section the CLT is used to derive W. Beckner’s sharp Lpestimates for the Fourier transform.
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