Central Limit theorem derived from Stochastic Processes

It is well known that a plethora of natural stochastic processes often showcase a Gaussian probability distribution. This course aims to explain mathematically why such behavior is displayed.

The formulas that are derived in the course, will allow calculating the probability density function from the moments of the stochastic process.

This is an advanced course based on the instructor's PhD thesis, therefore the presentation and the formulas presented are original, despite the literature abounds with material relevant to this subject.

The prerequisites to the course are listed on this page. It is worth mentioning that the most fundamental properties of the Fourier Transform and Fourier series, which are needed throughout the course's lectures, are revised in the introduction.