Entropy inequalities and the central limit theorem.

DOI10.1016/S0304-4149(00)00006-5zbMath1045.60023OpenAlexW1975587666WikidataQ60522108 ScholiaQ60522108MaRDI QIDQ1877517

Oliver Johnson

Publication date: 7 September 2004

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(00)00006-5

zbMATH Keywords

entropyweak convergenceFisher informationKullback-Leibler distance\(L_1\)-convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

Related Items (5)

The fractional Fisher information and the central limit theorem for stable laws ⋮ Score functions, generalized relative Fisher information and applications ⋮ Information in Probability: Another Information-Theoretic Proof of a Finite de Finetti Theorem ⋮ Poincaré-type inequalities for stable densities ⋮ Entropy inequalities for stable densities and strengthened central limit theorems

Cites Work

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• Entropy production by block variable summation and central limit theorems
• Entropy and the central limit theorem
• Some inequalities satisfied by the quantities of information of Fisher and Shannon
• An Information-Theoretic Proof of the Central Limit Theorem with Lindeberg Conditions
• The convolution inequality for entropy powers

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