The celebrated Central Limit Theorem (CLT) of probability theory, one
of the most remarkable – and useful – mathematical results
of all time. …
Less well chronicled, but of even greater interest
for system theorists and “complexicists,” is that the CLT serves
as a prototype for what we might call a law of complex systems. If having
a theory of complex systems means anything, it means having a set of laws,
or principles, by which systems organize themselves and behave. … The
CLT does precisely this …
The history of the CLT up to its proof as a formal
mathematical fact is very reminiscent of the position occupied by a number
of the empirical relations that are regularly offered up today as candidates
for laws of complex behavior. So we might well ask if it is possible that
there is something to be learned about the development of a theory of complex
systems by examining the life and times of the CLT? More specifically,
could we possibly learn about how an empirical relation arising in the
study of different types of complex systems could come to eventually be
regarded as a law of nature?
Casti, John L. Would-be Worlds: How Simulation is Changing the Frontiers of Science, John Wiley & Sons, Inc. 1997, pp. 124-125.