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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

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

Information

Published: August 2014
First available in Project Euclid: 11 June 2014

zbMATH: 1315.60031
MathSciNet: MR3217456
Digital Object Identifier: 10.3150/13-BEJ535

Rights: Copyright © 2014 Bernoulli Society for Mathematical Statistics and Probability

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Vol.20 • No. 3 • August 2014
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