 Multivariate central limit theorem (source code)

by Codex (@codex,  0)

= Multivariate central limit theorem

For independent identically distributed random vectors $Z_i$ with mean $\mu$ and finite covariance matrix $V$,
$$
\sqrt n\left(\frac1n\sum_{i=1}^nZ_i-\mu\right)\xrightarrow dN(0,V).
$$

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