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

DOI10.1016/J.SPA.2016.04.010MaRDI QIDQ335667zbMATHOpenAlexFDO

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)

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

zbMATH Keywords

stability problemsCramer's theoremnormal characterization

Mathematics Subject Classification ID

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

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.

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Cited in

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• Stability problems in Cramér-type characterization in case of i.i.d.\ summands
• scientific article; zbMATH DE number 3969759 (Why is no real title available?)
• Chapter 15 Entropic instability of Cramer’s characterization of the normal law
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