Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem

DOI10.1214/12-AOP780zbMATH Open1296.60051arXiv1104.3994OpenAlexW2046526331MaRDI QIDQ359672FDOQ359672

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

Publication date: 22 August 2013

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.

Full work available at URL: https://arxiv.org/abs/1104.3994

Recommendations

• Rate of convergence and expansion of Rényi entropic central limit theorem
• On the rate of convergence in the entropic central limit theorem
• scientific article; zbMATH DE number 2034513
• scientific article; zbMATH DE number 4034753
• scientific article
• scientific article; zbMATH DE number 4052681
• scientific article
• Rates of convergence in the central limit theorem for empirical processes
• scientific article; zbMATH DE number 3965106

zbMATH Keywords

entropycentral limit theoremEdgeworth-type expansionentropic distance

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Measures of information, entropy (94A17) Entropy and other invariants (28D20)

Cites Work

• Title not available (Why is that?)
• Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
• An Information-Theoretic Proof of the Central Limit Theorem with Lindeberg Conditions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Fisher information inequalities and the central limit theorem
• Solution of Shannon’s problem on the monotonicity of entropy
• Entropy and the central limit theorem
• On the rate of convergence in the entropic central limit theorem
• Generalized Entropy Power Inequalities and Monotonicity Properties of Information
• Title not available (Why is that?)
• Asymptotics of the Shannon and Renyi entropies for sums of independent random variables
• Non-uniform bounds in local limit theorems in case of fractional moments. II
• On Convergence in the Mean for Densities
• Asymptotic expansions in the central limit theorem under moment conditions
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On a Necessary and Sufficient Condition That an Infinitely Divisible Distribution be Absolutely Continuous
• Non-uniform bounds in local limit theorems in case of fractional moments. I
• Concentration inequalities and limit theorems for randomized sums

Cited In (22)

• A multi-dimensional central limit bound and its application to the euler approximation for Lévy-SDEs
• An invariance principle under the total variation distance
• High-dimensional central limit theorems by Stein's method
• Non-uniform bounds and Edgeworth expansions in self-normalized limit theorems
• Two Remarks on Generalized Entropy Power Inequalities
• Existence of Stein kernels under a spectral gap, and discrepancy bounds
• Richter's local limit theorem, its refinement, and related results
• The CLT in high dimensions: quantitative bounds via martingale embedding
• Bracketing metric entropy rates and empirical central limit theorems for function classes of Besov- and Sobolev-type
• Higher-order Stein kernels for Gaussian approximation
• Rényi divergence and the central limit theorem
• Convergence and asymptotic approximations to universal distributions in probability
• Stein's method, logarithmic Sobolev and transport inequalities
• Nearly optimal central limit theorem and bootstrap approximations in high dimensions
• The entropic Erdős-Kac limit theorem
• Fisher information and the central limit theorem
• On the entropy and information of Gaussian mixtures
• Convergence to stable laws in relative entropy
• Asymptotic expansions in the CLT in free probability
• Local limit theorems for densities in Orlicz spaces
• Slicing \(\ell_p\)-balls reloaded: stability, planar sections in \(\ell_1\)
• Superconvergence phenomenon in Wiener chaoses

This page was built for publication: Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q359672)