Berry-Esseen bounds in the entropic central limit theorem

DOI10.1007/S00440-013-0510-3zbMATH Open1307.60011arXiv1105.4119OpenAlexW2109433864MaRDI QIDQ398769FDOQ398769

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

Publication date: 15 August 2014

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.

Full work available at URL: https://arxiv.org/abs/1105.4119

zbMATH Keywords

total variationentropycentral limit theoremBerry-Esseen bounds

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05)

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Cited In (19)

• An invariance principle under the total variation distance
• Asymptotic development for the CLT in total variation distance
• Existence of Stein kernels under a spectral gap, and discrepancy bounds
• A high-dimensional CLT in \(\mathcal {W}_2\) distance with near optimal convergence rate
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• Bounds on the Poincaré constant for convolution measures
• On the entropy and information of Gaussian mixtures
• Approximation of Markov semigroups in total variation distance under an irregular setting: an application to the CIR process
• Convergence in distribution norms in the CLT for non identical distributed random variables

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