Abstract
A strengthened central limit theorem for densities is established showing monotone convergence in the sense of relative entropy.
Citation
Andrew R. Barron. "Entropy and the Central Limit Theorem." Ann. Probab. 14 (1) 336 - 342, January, 1986. https://doi.org/10.1214/aop/1176992632
Information
Published: January, 1986
First available in Project Euclid: 19 April 2007
zbMATH: 0599.60024
MathSciNet: MR815975
Digital Object Identifier: 10.1214/aop/1176992632
Subjects:
Primary:
60F05
Secondary:
62B10
,
94A17
Keywords:
central limit theorem
,
convolution inequalities
,
Entropy
,
Fisher information
,
local limit theorem
Rights: Copyright © 1986 Institute of Mathematical Statistics
