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January, 1986 Entropy and the Central Limit Theorem
Andrew R. Barron
Ann. Probab. 14(1): 336-342 (January, 1986). DOI: 10.1214/aop/1176992632

Abstract

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

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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

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Vol.14 • No. 1 • January, 1986
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