The fractional Fisher information and the central limit theorem for stable laws

DOI10.1007/S11587-015-0253-9zbMATH Open1366.60064arXiv1504.07057OpenAlexW2963162505MaRDI QIDQ310486FDOQ310486

G. Toscani

Publication date: 8 September 2016

Published in: Ricerche di Matematica (Search for Journal in Brave)

Abstract: A new information-theoretic approach to the central limit theorem for stable laws is presented. The main novelty is the concept of relative fractional Fisher information, which shares most of the properties of the classical one, included Blachman-Stam type inequalities. These inequalities relate the fractional Fisher information of the sum of $n$ independent random variables to the information contained in sums over subsets containing $n-1$ of the random variables. As a consequence, a simple proof of the monotonicity of the relative fractional Fisher information in central limit theorems for stable law is obtained, together with an explicit decay rate.

Full work available at URL: https://arxiv.org/abs/1504.07057

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zbMATH Keywords

central limit theoremfractional calculusFisher informationinformation inequalitiesstable laws

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Measures of information, entropy (94A17) Fractional derivatives and integrals (26A33)

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• Propagation of chaos for fractional Keller Segel equations in diffusion dominated and fair competition cases
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