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Seminar on the History of Mathematics
March 2, 2017 18:00, St. Peterburg, Petersburg, Palace Embankment, 26, 'Academics' House', Oak hall


On the history of the central limit theorem

I. A. Ibragimov



Abstract: By the central limit theorem is generally understood now a complex of propositions on the convergence of a large number of small random quantities to the normal distribution. In the report, I intend to tell how during over a hundred and fifty years gradually were arising the wording of the relevant statements and evidence. The history is connected with the names of many of the great mathematicians of the past and the century before last: Laplace, Gauss, Poisson, Chebyshev, Poincare, Markov, Lyapunov, Bernstein, Kolmogorov, ..., Turing.


© Steklov Math. Inst. of RAS, 2024