Information conditions for a class of limit theorems for the sequence of m-valued random variables
type: Item
instance of: scholarly article
title: Information conditions for a class of limit theorems for the sequence of m-valued random variables
zbMATH Open document ID: 0696.60036
author: Wen Liu
published in: Chinese Science Bulletin
publication date: 1990-01-01T00:00:00Z
review text: The main purpose of this paper is to study the relation between the relative entropy density and limit theorems for the sequence \(\{X_ n\), \(n\geq 1\}\) of m-valued random variables. A theorem is proved giving sufficient conditions for a class of limit theorems for \(\{X_ n\}\). The conditions are expressed using notions of information theory, namely relative entropy density and entropy density deviation.
Mathematics Subject Classification ID: 60F99
Mathematics Subject Classification ID: 94A17
zbMATH DE Number: 4140930
zbMATH Keywords: relative entropy density
zbMATH Keywords: limit theorems
zbMATH Keywords: information theory
reviewed by: Ivan Křivý
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 4140930