Gaussian limit of a Brownian exit skeleton (source code)

= Gaussian limit of a Brownian exit skeleton
{c}
{title2=$B_{\sigma_1^k}/\sqrt k\ \Rightarrow\ N(0,1)$}

The position is the sum of $k$ independent symmetric signs. Its <characteristic function> after division by $\sqrt k$ is $\cos(u/\sqrt k)^k\to e^{-u^2/2}$. The <Lévy continuity theorem> gives the <normal distribution> limit. Scaling the same skeleton to radius $2^{-n}$ and using <Brownian exit-skeleton clock convergence> identifies its other limit as $B_{\mathbb E\sigma_1}$, forcing $\mathbb E\sigma_1=1$.