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The Entropic Erdős-Kac Limit Theorem

S. G. Bobkov (), G. P. Chistyakov () and H. Kösters ()
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S. G. Bobkov: University of Minnesota
G. P. Chistyakov: Bielefeld University
H. Kösters: Bielefeld University

Journal of Theoretical Probability, 2015, vol. 28, issue 4, 1520-1555

Abstract: Abstract We prove entropic and total variation versions of the Erdős-Kac limit theorem for the maximum of the partial sums of i.i.d. random variables with densities.

Keywords: Entropy; Entropic distance; Erdős-Kac limit theorem; 60F05; 60E10; 94A15 (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (1)

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DOI: 10.1007/s10959-014-0550-3

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