Esscher transform and the central limit theorem

DOI10.1016/J.JFA.2025.110999MaRDI QIDQ6987836zbMATH OpenFDO

Authors S. G. Bobkov, Friedrich Götze

Publication date 6 May 2025

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JFA.2025.110999

zbMATH Keywords

central limit theoremEsscher transformRényi divergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cited in

(1)

• Rényi divergences in central limit theorems: old and new

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