Fisher information and convergence to stable laws

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

Research output: Contribution to journalArticle

4 Scopus citations

Abstract

The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.

Original languageEnglish (US)
Pages (from-to)1620-1646
Number of pages27
JournalBernoulli
Volume20
Issue number3
DOIs
StatePublished - Aug 2014

Keywords

  • Fisher information
  • Limit theorems
  • Stable laws

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