Convergence to stable laws in relative entropy

DOI10.1007/s10959-011-0377-0zbMath1288.60055arXiv1104.4360OpenAlexW2135803616MaRDI QIDQ376268

Friedrich Götze, Gennadiy P. Chistyakov, Sergey G. Bobkov

Publication date: 4 November 2013

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1104.4360

zbMATH Keywords

entropycentral limit theoremstable lawentropic distance

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)

Related Items (3)

Fisher information and convergence to stable laws ⋮ The entropic Erdős-Kac limit theorem ⋮ Entropy inequalities for stable densities and strengthened central limit theorems

Cites Work

• Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem
• Entropy and the central limit theorem
• An Information-Theoretic Proof of the Central Limit Theorem with Lindeberg Conditions
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