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This question arose in my mind when I learned that the Gaussian is a fixed point for the Fourier transform. On the other hand, in e.g. the Banach fixed point theorem we have convergence to a fixed point.

So are these two things (CLT and Gaussian being a fixed point of the Fourier transform) somehow connected?

ploosu2
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1 Answers1

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If I understand your question correctly, you may want to look at Stein's method (which in particular yields a way to prove the Central Limit Theorem).

(cf. also Wikipedia's entry on Stein's method)

Clement C.
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