The Annals of Probability

Entropy and the Central Limit Theorem

Andrew R. Barron

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Abstract

A strengthened central limit theorem for densities is established showing monotone convergence in the sense of relative entropy.

Article information

Source
Ann. Probab. Volume 14, Number 1 (1986), 336-342.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aop/1176992632

JSTOR
links.jstor.org

Digital Object Identifier
doi:10.1214/aop/1176992632

Mathematical Reviews number (MathSciNet)
MR815975

Zentralblatt MATH identifier
0599.60024

Subjects
Primary: 60F05: Central limit and other weak theorems
Secondary: 94A17: Measures of information, entropy 62B10: Information-theoretic topics [See also 94A17]

Keywords
Central limit theorem local limit theorem entropy Fisher information convolution inequalities

Citation

Barron, Andrew R. Entropy and the Central Limit Theorem. The Annals of Probability 14 (1986), no. 1, 336--342. doi:10.1214/aop/1176992632. http://projecteuclid.org/euclid.aop/1176992632.


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