Stability of Cramer's Characterization of Normal Laws in Information Distances
Probability
2015-12-14 v1
Abstract
Optimal stability estimates in the class of regularized distributions are derived for the characterization of normal laws in Cramer's theorem with respect to relative entropy and Fisher information distance.
Keywords
Cite
@article{arxiv.1512.03571,
title = {Stability of Cramer's Characterization of Normal Laws in Information Distances},
author = {S. G. Bobkov and G. P. Chistyakov and F. Götze},
journal= {arXiv preprint arXiv:1512.03571},
year = {2015}
}