Berry–esseen bounds in the entropic central limit theorem

Sergey G. Bobkov, Gennadiy P. Chistyakov, Friedrich Götze

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

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.

Original languageEnglish (US)
Pages (from-to)435-478
Number of pages44
JournalProbability Theory and Related Fields
Volume159
Issue number3-4
DOIs
StatePublished - 2014

Keywords

  • Berry–Esseen bounds
  • Central limit theorem
  • Entropic distance
  • Entropy

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