3blue1brown has a great series of videos on the central limit theorem, and it makes me wish there were something similar covering the generalised form in a similar format. I have a textbook on my reading list that covers it, unfortunately I'm I can't seem to find it or the title right now.

Do you have any good sources for the physics angle?

I thought the rise of power laws in physics is predominantly attributed to Kesten's law concerning multiplicative processes, e.g. https://arxiv.org/pdf/cond-mat/9708231

> find out

Finite?

Yes, came here to say the same thing. Not telling people that the CLT makes strong assumptions is important.

Otherwise, they might end up underestimating rare events, with potentially catastrophic consequences. There are also CLTs for product and max operators, aside from the sum.

The Fundamentals of Heavy Tails: Properties, Emergence, and Estimation discusses these topics in a rigorous way, but without excessive mathematics. See: https://adamwierman.com/book

I was at the NeurIPS workshop and saw one of the talks towards the end and it was pretty good