Berry–esseen bounds in the entropic central limit theorem

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

doi:10.1007/s00440-013-0510-3

Berry–esseen bounds in the entropic central limit theorem

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

Mathematics

Research output: Contribution to journal › Article › peer-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 language	English (US)
Pages (from-to)	435-478
Number of pages	44
Journal	Probability Theory and Related Fields
Volume	159
Issue number	3-4
DOIs	https://doi.org/10.1007/s00440-013-0510-3
State	Published - Aug 2014

Bibliographical note

Publisher Copyright:
© Springer-Verlag Berlin Heidelberg 2013.

Keywords

Berry–Esseen bounds
Central limit theorem
Entropic distance
Entropy

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10.1007/s00440-013-0510-3

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title = "Berry–esseen bounds in the entropic central limit theorem",

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.",

keywords = "Berry–Esseen bounds, Central limit theorem, Entropic distance, Entropy",

author = "Bobkov, {Sergey G.} and Chistyakov, {Gennadiy P.} and Friedrich G{\"o}tze",

note = "Publisher Copyright: {\textcopyright} Springer-Verlag Berlin Heidelberg 2013.",

year = "2014",

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language = "English (US)",

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AU - Bobkov, Sergey G.

AU - Chistyakov, Gennadiy P.

AU - Götze, Friedrich

N1 - Publisher Copyright: © Springer-Verlag Berlin Heidelberg 2013.

PY - 2014/8

Y1 - 2014/8

N2 - 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.

AB - 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.

KW - Berry–Esseen bounds

KW - Central limit theorem

KW - Entropic distance

KW - Entropy

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JO - Probability Theory and Related Fields

JF - Probability Theory and Related Fields

SN - 0178-8051

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ER -

Berry–esseen bounds in the entropic central limit theorem

Abstract

Bibliographical note

Keywords

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