Publication | Open Access
Entropy and the Central Limit Theorem
369
Citations
11
References
1986
Year
Measure TheoryEngineeringGibbs MeasureEntropyEntropy ProductionMonotone ConvergenceRelative EntropyProbability TheoryStochastic GeometryCentral Limit TheoremMathematical StatisticStatistics
A strengthened central limit theorem for densities is established showing monotone convergence in the sense of relative entropy.
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