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

نویسندگان

  • Sergey Bobkov
  • Gennadiy Chistyakov
چکیده

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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تاریخ انتشار 2015