Abstract
Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.
Original language | English (US) |
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Pages (from-to) | 803-818 |
Number of pages | 16 |
Journal | Journal of Theoretical Probability |
Volume | 26 |
Issue number | 3 |
DOIs | |
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