Entropy and the Central Limit Theorem
Andrew R. Barron
Source: Ann. Probab. Volume 14, Number 1 (1986), 336-342.
Abstract
A strengthened central limit theorem for densities is established showing monotone convergence in the sense of relative entropy.
Primary Subjects: 60F05
Secondary Subjects: 94A17, 62B10
Keywords: Central limit theorem; local limit theorem; entropy; Fisher information; convolution inequalities
Full-text: Open access
Links and Identifiers
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
The Annals of Probability
