Convergence to stable laws in relative entropy
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Publication:376268
DOI10.1007/s10959-011-0377-0zbMath1288.60055arXiv1104.4360OpenAlexW2135803616MaRDI QIDQ376268
Friedrich Götze, Gennadiy P. Chistyakov, Sergey G. Bobkov
Publication date: 4 November 2013
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1104.4360
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Sums of independent random variables; random walks (60G50)
Related Items (3)
Fisher information and convergence to stable laws ⋮ The entropic Erdős-Kac limit theorem ⋮ Entropy inequalities for stable densities and strengthened central limit theorems
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