An Information-Theoretic Central Limit Theorem for Finitely Susceptible FKG Systems

DOI10.1137/S0040585X97981676MaRDI QIDQ5472374zbMATH OpenFDO

Authors Oliver Johnson

Publication date 9 June 2006

Published in Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0109156

zbMATH Keywords

entropyFisher informationFKG variablesnormal convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Statistical aspects of information-theoretic topics (62B10)

Abstract: We adapt arguments concerning entropy-theoretic convergence from the independent case to the case of FKG random variables. FKG systems are chosen since their dependence structure is controlled through covariance alone, though in the sequel we use many of the same arguments for weakly dependent random variables. As in previous work of Barron and Johnson, we consider random variables perturbed by small normals, since the FKG property gives us control of the resulting densities. We need to impose a finite susceptibility condition -- that is, the covariance between one random variable and the sum of all the random variables should remain finite.

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