Convergence to Stable Laws in Relative Entropy

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

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

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

Original languageEnglish (US)
Pages (from-to)803-818
Number of pages16
JournalJournal of Theoretical Probability
Volume26
Issue number3
DOIs
StatePublished - 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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