Entropy and the Central Limit Theorem
Barron, Andrew R.
Ann. Probab., Tome 14 (1986) no. 4, p. 336-342 / Harvested from Project Euclid
A strengthened central limit theorem for densities is established showing monotone convergence in the sense of relative entropy.
Publié le : 1986-01-14
Classification:  Central limit theorem,  local limit theorem,  entropy,  Fisher information,  convolution inequalities,  60F05,  94A17,  62B10
@article{1176992632,
     author = {Barron, Andrew R.},
     title = {Entropy and the Central Limit Theorem},
     journal = {Ann. Probab.},
     volume = {14},
     number = {4},
     year = {1986},
     pages = { 336-342},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176992632}
}
Barron, Andrew R. Entropy and the Central Limit Theorem. Ann. Probab., Tome 14 (1986) no. 4, pp.  336-342. http://gdmltest.u-ga.fr/item/1176992632/