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arXiv · 1512.03571

Stability of Cramer's Characterization of Normal Laws in Information Distances

S. G. Bobkov·G. P. Chistyakov·F. Götze
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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.

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S. G. Bobkov, G. P. Chistyakov, F. Götze. 2015-12-11. Stability of Cramer's Characterization of Normal Laws in Information Distances. https://arxiv.org/abs/1512.03571

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