On the rate of convergence in the entropic central limit theorem

被引:57
作者
Artstein, S [1 ]
Ball, KM
Barthe, F
Naor, A
机构
[1] Tel Aviv Univ, Sch Math Sci, IL-69978 Tel Aviv, Israel
[2] UCL, Dept Math, London WC1 6BT, England
[3] Univ Toulouse 3, Inst Math, Lab Stat & Probabil, CNRS,UMR C5583, F-31062 Toulouse, France
[4] Microsoft Corp, Res, Theory Grp, Redmond, WA 98052 USA
关键词
Entropy; Linear Combination; Limit Theorem; Central Limit; Central Limit Theorem;
D O I
10.1007/s00440-003-0329-4
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 [统计学]; 070103 [概率论与数理统计]; 0714 [统计学];
摘要
We study the rate at which entropy is produced by linear combinations of independent random variables which satisfy a spectral gap condition.
引用
收藏
页码:381 / 390
页数:10
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