02: TODO finish the derivation for the CLT
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@ -707,8 +707,20 @@
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"\n",
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"\\begin{align}\n",
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"\\phi_{Z_n}(t) &= \\left( \\phi_X(cn^{-2/3}t) \\right)^n \\mathbb{E}\\left[ e^{itcn^{1/3}\\mathbb{E}[X])} \\right]\n",
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" \\\\ &= \\left( 1 + 3 i cn^{-2/3}t - (|cn^{-2/3}t|+i cn^{-2/3}t)\\,\\sqrt{2\\pi|cn^{-2/3}t|} \\right)^n e^{3itcn^{1/3}}\n",
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"\\end{align}"
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" \\\\ &= \\left( 1 + 3 i cn^{-2/3}t - (|cn^{-2/3}t|+i cn^{-2/3}t)\\,\\sqrt{2\\pi|cn^{-2/3}t|} + \\mathcal{O}(t^2) \\right)^n e^{3itcn^{1/3}}\n",
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"\\end{align}\n",
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"\n",
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"Taking the limit $n \\to \\infty$, the "
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]
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},
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{
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"cell_type": "code",
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"execution_count": 11,
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"id": "4e36d50e",
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"metadata": {},
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"outputs": [],
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"source": [
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"# TODO: Finish the derivation above and delete this cell."
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]
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},
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{
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