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Convergence to Stable Laws in Relative Entropy

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Abstract

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

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Author information

Authors and Affiliations

  1. School of Mathematics, University of Minnesota, 127 Vincent Hall, 206 Church St. S.E., Minneapolis, MN, 55455, USA

    S. G. Bobkov

  2. Faculty of Mathematics, University of Bielefeld, P.O. Box 100131, 33501, Bielefeld, Germany

    G. P. Chistyakov & F. Götze

Authors
  1. S. G. Bobkov
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  2. G. P. Chistyakov
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  3. F. Götze
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Correspondence to F. Götze.

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Bobkov, S.G., Chistyakov, G.P. & Götze, F. Convergence to Stable Laws in Relative Entropy. J Theor Probab 26, 803–818 (2013). https://doi.org/10.1007/s10959-011-0377-0

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  • DOI: https://doi.org/10.1007/s10959-011-0377-0

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