Selected Works of C.C. Heyde

In 1945, very early in the history of the development of a rigorous analytical theory of probability, Feller (1945) wrote a paper called “The fundamental limit theorems in probability” in which he set out what he considered to be “the two most important limit theorems in the modern theory of probability: the central limit theorem and the recently discovered … ‘Kolmogoroff’s cel­ ebrated law of the iterated logarithm’ ”. A little later in the article he added to these, via a charming description,