arXiv subjects

Gennadiy P. Chistyakov

Publications and source records attributed to Gennadiy P. Chistyakov.

2 recordsLinked to original sources

arXiv2013

Rate of convergence and Edgeworth-type expansion in the entropic central limit theorem

An Edgeworth-type expansion is established for the entropy distance to the class of normal distributions of sums of i.i.d. random variables or vectors, satisfying minimal moment conditions.

math.PR↗

arXiv2011

Berry-Esseen bounds in the entropic central limit theorem

Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.

math.PR↗