Fisher information and the central limit theorem

DOI10.1007/S00440-013-0500-5zbMATH Open1372.60018arXiv1204.6650OpenAlexW2123901758MaRDI QIDQ2249581FDOQ2249581

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

Publication date: 2 July 2014

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: An Edgeworth-type expansion is established for the relative Fisher information distance to the class of normal distributions of sums of i.i.d. random variables, satisfying moment conditions. The validity of the central limit theorem is studied via properties of the Fisher information along convolutions.

Full work available at URL: https://arxiv.org/abs/1204.6650

zbMATH Keywords

entropycentral limit theorementropic distanceEdgeworth-type expansions

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Measures of information, entropy (94A17)

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Cited In (26)

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• Central limit theorem in uniform metrics for generalized Kac equations
• Entropic isoperimetric inequalities
• Local Limit Theorems for Smoothed Bernoulli and Other Convolutions
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• On the time-dependent Fisher information of a density function
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• Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems
• Fisher Information With Respect to Cumulants
• An Information-Theoretic Proof of the Central Limit Theorem with Lindeberg Conditions
• The fractional Fisher information and the central limit theorem for stable laws
• Poincaré-type inequalities for stable densities
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• Rényi divergence and the central limit theorem
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• Score functions, generalized relative Fisher information and applications
• Entropy inequalities for stable densities and strengthened central limit theorems
• Convergence and asymptotic approximations to universal distributions in probability
• Stein's method, logarithmic Sobolev and transport inequalities
• Regularity of linear and polynomial images of Skorohod differentiable measures
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• Upper bounds for Fisher information
• On the entropy and information of Gaussian mixtures
• Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process

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