Fisher information and convergence to stable laws
Probability
2014-07-07 v3
Abstract
The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.
Cite
@article{arxiv.1205.3637,
title = {Fisher information and convergence to stable laws},
author = {S. G. Bobkov and G. P. Chistyakov and F. Götze},
journal= {arXiv preprint arXiv:1205.3637},
year = {2014}
}
Comments
Published in at http://dx.doi.org/10.3150/13-BEJ535 the Bernoulli (http://isi.cbs.nl/bernoulli/) by the International Statistical Institute/Bernoulli Society (http://isi.cbs.nl/BS/bshome.htm)