Asymptotic behavior of R\'enyi entropy in the central limit theorem
Probability
2018-03-01 v1
Abstract
We explore an asymptotic behavior of R\'enyi entropy along convolutions in the central limit theorem with respect to the increasing number of i.i.d. summands. In particular, the problem of monotonicity is addressed under suitable moment hypotheses.
Keywords
Cite
@article{arxiv.1802.10212,
title = {Asymptotic behavior of R\'enyi entropy in the central limit theorem},
author = {Sergey G. Bobkov and Arnaud Marsiglietti},
journal= {arXiv preprint arXiv:1802.10212},
year = {2018}
}
Comments
27 pages