For a very light discussion, Tao does a good job here: https://terrytao.wordpress.com/2015/11/19/275a-notes-5-variants-of-the-central-limit-theorem/ https://ter

For a very light discussion, Tao does a good job here: https://terrytao.wordpress.com/2015/11/19/275a-notes-5-variants-of-the-central-limit-theorem/ https://terrytao.wordpress.com/2015/11/19/275a-notes-5-varia...