On the rate of convergence in the entropic central limit theorem (Q1881639)
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scientific article; zbMATH DE number 2106567
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the rate of convergence in the entropic central limit theorem |
scientific article; zbMATH DE number 2106567 |
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On the rate of convergence in the entropic central limit theorem (English)
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5 October 2004
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The authors study the rate at which entropy is produced by linear combinations of independent random variables which satisfy a spectral gap condition. This is done by considering a reduction to an inequality for Fisher information and using variational representations of it. Then techniques are used to produce an optimal test function.
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entropy
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Fisher information
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convergence in the central limit theorem
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