VARIATIONAL-INEQUALITIES WITH EXAMPLES AND AN APPLICATION TO THE CENTRAL-LIMIT-THEOREM

• 成果类型: Article
• 署名作者: CACOULLOS, T; PAPATHANASIOU, V; UTEV, SA
• 署名单位: Novosibirsk State University
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176988616
• 发表日期: 1994
• 页码: 1607-1618
• 关键词: poincare-type inequalities; bounds; variance; distributions

摘要

Upper bounds for the distance in variation between an arbitrary probability measure and the standard normal one are established via some integrodifferential functionals including information. The results are illustrated by gamma- and t-distributions. Moreover, as a by-product, another proof of the central limit theorem is obtained.