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. Ann. Probab. 14 (1986), no. 1, 336--342. doi:10.1214/aop/1176992632. http://projecteuclid.org/euclid.aop/1176992632.


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