**Proofs of Central limit theorem**

*Method of characteristics*

http://www.cs.toronto.edu/~yuvalf/CLT.pdf

*Method of Moments*

http://www.cs.toronto.edu/~yuvalf/CLT.pdf

*Minimizing Entropy*

“An information-theoretic proof of the central limit theorem with the Lindeberg condition”*Heat equation*

Kolmogorov Petrovsky*Stein’s method*

https://normaldeviate.wordpress.com/2013/11/16/steins-method/