Regularized distributions and entropic stability of Cramer’s characterization of the normal law

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

Stochastic Processes and their Applications, 2016, vol. 126, issue 12, 3865-3887

Abstract: For regularized distributions we establish stability of the characterization of the normal law in Cramer’s theorem with respect to the total variation norm and the entropic distance. As part of the argument, Sapogov-type theorems are refined for random variables with finite second moment.

Keywords: Cramer’s theorem; Normal characterization; Stability problems (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:126:y:2016:i:12:p:3865-3887

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DOI: 10.1016/j.spa.2016.04.010

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