Convergence to Stable Laws in Relative Entropy
Bobkov SG, Chistyakov G, Götze F (2013)
Journal Of Theoretical Probability 26(3): 803-818.
Zeitschriftenaufsatz
| Veröffentlicht | Englisch
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Autor*in
Bobkov, S. G.;
Chistyakov, GennadiyUniBi;
Götze, FriedrichUniBi
Einrichtung
Abstract / Bemerkung
Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.
Stichworte
Stable laws;
Central limit theorem;
Entropy;
Entropic distance
Erscheinungsjahr
2013
Zeitschriftentitel
Journal Of Theoretical Probability
Band
26
Ausgabe
3
Seite(n)
803-818
ISSN
0894-9840
Page URI
https://pub.uni-bielefeld.de/record/2625752
Zitieren
Bobkov SG, Chistyakov G, Götze F. Convergence to Stable Laws in Relative Entropy. Journal Of Theoretical Probability. 2013;26(3):803-818.
Bobkov, S. G., Chistyakov, G., & Götze, F. (2013). Convergence to Stable Laws in Relative Entropy. Journal Of Theoretical Probability, 26(3), 803-818. doi:10.1007/s10959-011-0377-0
Bobkov, S. G., Chistyakov, Gennadiy, and Götze, Friedrich. 2013. “Convergence to Stable Laws in Relative Entropy”. Journal Of Theoretical Probability 26 (3): 803-818.
Bobkov, S. G., Chistyakov, G., and Götze, F. (2013). Convergence to Stable Laws in Relative Entropy. Journal Of Theoretical Probability 26, 803-818.
Bobkov, S.G., Chistyakov, G., & Götze, F., 2013. Convergence to Stable Laws in Relative Entropy. Journal Of Theoretical Probability, 26(3), p 803-818.
S.G. Bobkov, G. Chistyakov, and F. Götze, “Convergence to Stable Laws in Relative Entropy”, Journal Of Theoretical Probability, vol. 26, 2013, pp. 803-818.
Bobkov, S.G., Chistyakov, G., Götze, F.: Convergence to Stable Laws in Relative Entropy. Journal Of Theoretical Probability. 26, 803-818 (2013).
Bobkov, S. G., Chistyakov, Gennadiy, and Götze, Friedrich. “Convergence to Stable Laws in Relative Entropy”. Journal Of Theoretical Probability 26.3 (2013): 803-818.
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