Pathway XXVI

CLTIndependence, kernels, and limit theorems

Independent summands, normalised, become Gaussian. That is the central limit theorem.

1. 01The central limit theoremDice, coins, noise: add many independent pieces, scale, and a bell appears.4 min
2. 02Independence and kernelsIndependent coordinates make a product measure. A kernel is a family of measures, one per point.4 min
3. 03Markov kernelsA kernel K(x, dy) is a probability on Y for each x — a randomised map.4 min