Berry-Esseen bounds in the entropic central limit theorem

• 成果类型: Article
• 署名作者: Bobkov, Sergey G.; Chistyakov, Gennadiy P.; Goetze, Friedrich
• 署名单位: University of Minnesota System; University of Minnesota Twin Cities; University of Bielefeld
• 刊物名称: PROBABILITY THEORY AND RELATED FIELDS
• ISSN/ISSBN: 0178-8051
• DOI: 10.1007/s00440-013-0510-3
• 发表日期: 2014
• 页码: 435-478
• 关键词: transportation cost

摘要

Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.