Fisher information and convergence to stable laws

S.G. Bobkov; G.P. Chistyakov; F. Götze

doi:10.3150/13-BEJ535

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Home > Journals > Bernoulli > Volume 20 > Issue 3 > Article

August 2014 Fisher information and convergence to stable laws

S.G. Bobkov, G.P. Chistyakov, F. Götze

Bernoulli 20(3): 1620-1646 (August 2014). DOI: 10.3150/13-BEJ535

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Abstract

The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.

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S.G. Bobkov. G.P. Chistyakov. F. Götze. "Fisher information and convergence to stable laws." Bernoulli 20 (3) 1620 - 1646, August 2014. https://doi.org/10.3150/13-BEJ535