“I know of scarcely anything so apt to impress the imagination as the wonderful form of cosmic order expressed by the ‘Law of Frequency of Error’,” the British polymath Francis Galton wrote in 1889.

Stochastic processes form the backbone of modern probability theory, describing systems that evolve randomly over time or space. They are instrumental in areas ranging from statistical physics to ...

The usual local central limit theorem provides an approximation for the probability for an iid sequence . The approximation is proportional to the lattice size of the underlying distribution of the ...