Central Limit Theorem for R\'enyi Divergence of Infinite Order
Probability
2024-06-21 v2
Abstract
For normalized sums of i.i.d. random variables, we explore necessary and sufficient conditions which guarantee the normal approximation with respect to the R\'enyi divergence of infinite order. In terms of densities of , this is a strengthened variant of the local limit theorem taking the form as .
Keywords
Cite
@article{arxiv.2402.02259,
title = {Central Limit Theorem for R\'enyi Divergence of Infinite Order},
author = {Sergey G. Bobkov and Friedrich Götze},
journal= {arXiv preprint arXiv:2402.02259},
year = {2024}
}
Comments
Corrected typos and updated section 11