We explore an asymptotic behavior of Rényi entropy along convolutions in the central limit theorem with respect to the increasing number of i.i.d. summands. In particular, the problem of monotonicity is addressed under suitable moment hypotheses.
|Original language||English (US)|
|Title of host publication||Progress in Probability|
|Number of pages||32|
|State||Published - 2019|
|Name||Progress in Probability|
Bibliographical noteFunding Information:
This research was partially supported by NSF grant DMS-1855575 and BSF grant 2016050. Also, this research was supported in part by the Walter S. Baer and Jeri Weiss CMI Postdoctoral Fellowship.
© 2019, Springer Nature Switzerland AG.
- Central limit theorem
- Rényi entropy