Convergence to Stable Laws in Relative Entropy

S. G. Bobkov (), G. P. Chistyakov () and F. Götze ()
Additional contact information
S. G. Bobkov: University of Minnesota
G. P. Chistyakov: University of Bielefeld
F. Götze: University of Bielefeld

Journal of Theoretical Probability, 2013, vol. 26, issue 3, 803-818

Abstract: Abstract Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.

Keywords: Entropy; Entropic distance; Central limit theorem; Stable laws; 60E (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10959-011-0377-0

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