Entropy and random vectors (Q5949315)
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scientific article; zbMATH DE number 1675003
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Entropy and random vectors |
scientific article; zbMATH DE number 1675003 |
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Entropy and random vectors (English)
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19 November 2001
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The central limit theorem for real-valued independent identically distributed random variables where the convergence in relative entropy is considered was shown by \textit{A. R. Barron} [Ann. Probab. 14, 336-342 (1986; Zbl 0599.60024)]. The paper gives a similar result for independent real-valued random vectors, not necessarily identically distributed.
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normal convergence
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entropy
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Fisher information
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