Convergence to Stable Laws in Relative Entropy

S. G. Bobkov; G. P. Chistyakov; F. Götze

doi:10.1007/s10959-011-0377-0

Convergence to Stable Laws in Relative Entropy

S. G. Bobkov, G. P. Chistyakov, F. Götze

School of Mathematics

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.

Original language	English (US)
Pages (from-to)	803-818
Number of pages	16
Journal	Journal of Theoretical Probability
Volume	26
Issue number	3
DOIs	https://doi.org/10.1007/s10959-011-0377-0
State	Published - Sep 2013

Bibliographical note

Funding Information:
Research partially supported by NSF grant DMS-1106530 and SFB 701.

Keywords

Central limit theorem
Entropic distance
Entropy
Stable laws

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10.1007/s10959-011-0377-0

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@article{f632e2a768124249b646cc50b8fc3fe2,

title = "Convergence to Stable Laws in Relative Entropy",

abstract = "Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.",

keywords = "Central limit theorem, Entropic distance, Entropy, Stable laws",

author = "Bobkov, {S. G.} and Chistyakov, {G. P.} and F. G{\"o}tze",

note = "Funding Information: Research partially supported by NSF grant DMS-1106530 and SFB 701.",

year = "2013",

month = sep,

doi = "10.1007/s10959-011-0377-0",

language = "English (US)",

volume = "26",

pages = "803--818",

journal = "Journal of Theoretical Probability",

issn = "0894-9840",

publisher = "Springer New York",

number = "3",

}

TY - JOUR

T1 - Convergence to Stable Laws in Relative Entropy

AU - Bobkov, S. G.

AU - Chistyakov, G. P.

AU - Götze, F.

N1 - Funding Information: Research partially supported by NSF grant DMS-1106530 and SFB 701.

PY - 2013/9

Y1 - 2013/9

N2 - Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.

AB - Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.

KW - Central limit theorem

KW - Entropic distance

KW - Entropy

KW - Stable laws

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UR - http://www.scopus.com/inward/citedby.url?scp=84881553891&partnerID=8YFLogxK

U2 - 10.1007/s10959-011-0377-0

DO - 10.1007/s10959-011-0377-0

M3 - Article

AN - SCOPUS:84881553891

SN - 0894-9840

VL - 26

SP - 803

EP - 818

JO - Journal of Theoretical Probability

JF - Journal of Theoretical Probability

IS - 3

ER -

Convergence to Stable Laws in Relative Entropy

Abstract

Bibliographical note

Keywords

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