Rate of convergence and expansion of Rényi entropic central limit theorem

DOI10.1016/S0252-9602(14)60140-5MaRDI QIDQ748425zbMATH OpenOpenAlexFDO

Authors Jianqiang Sun, Yiming Ding

Publication date 28 October 2015

Published in Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0252-9602(14)60140-5

zbMATH Keywords

central limit theoremEdgeworth-type expansionrate of convergenceRényi divergence

Mathematics Subject Classification ID

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

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(8)

• Rényi divergence and the central limit theorem
• On the rate of convergence in the entropic central limit theorem
• Asymptotic behavior of Rényi entropy in the central limit theorem
• Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem
• An informatic approach to a long memory stationary process
• Generalized central limit theorem and renormalization group
• Estimation of average differential entropy for a stationary ergodic space-time random field on a bounded area
• The convergence of the Rényi entropy of the normalized sums of IID random variables

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