Optimal stability estimates in the class of regularized distributions are derived for the characterization of normal laws in Cramer’s theorem with respect to relative entropy and Fisher information distance.
|Original language||English (US)|
|Title of host publication||Progress in Probability|
|Number of pages||33|
|State||Published - 2016|
|Name||Progress in Probability|
Bibliographical noteFunding Information:
The authors are grateful to the referee for careful reading of the paper and valuable remarks. Bobkov?s research was partially supported by SFB 701 at Bielefeld University, Humboldt Foundation and NSF grant DMS-1612961. Chystyakov and G?tze?s research was partially supported by SFB 701.
© 2016, Springer International Publishing Switzerland.
- Characterization of normal laws
- Cramer’s theorem
- Stability problems