Regularized distributions and entropic stability of Cramer's characterization of the normal law

DOI10.1016/J.SPA.2016.04.010zbMATH Open1387.60020arXiv1504.02961OpenAlexW2293353143MaRDI QIDQ335667FDOQ335667

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

Publication date: 2 November 2016

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

Abstract: For regularized distributions we establish stability of the characterization of the normal law in Cramer's theorem with respect to the total variation norm and the entropic distance. As part of the argument, Sapogov-type theorems are refined for random variables with finite second moment.

Full work available at URL: https://arxiv.org/abs/1504.02961

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zbMATH Keywords

stability problemsCramer's theoremnormal characterization

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characterization and structure theory of statistical distributions (62E10)

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Cited In (6)

• Stability of Cramer’s Characterization of Normal Laws in Information Distances
• An entropic framework for the normal distribution in capability analysis
• Chapter 15 Entropic instability of Cramer’s characterization of the normal law
• Stability problems in Cramér-type characterization in case of i.i.d.\ summands
• Title not available (Why is that?)
• Some remarks on the stability of the log-Sobolev inequality for the Gaussian measure

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