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On the rate of convergence in the entropic central limit theorem |
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| Institution: | (1) School of Mathematical Sciences, Tel Aviv University, Ramat Aviv, Tel Aviv, 69978, Israel;(2) Department of Mathematics, University College London, Gower Street, London, WC1 6BT, United Kingdom;(3) Institut de Mathematiques, Laboratoire de Statistiques et Probabilites-CNRS UMR, C5583, Université Paul Sabatier, 118 route de Narbonne, 31062 Toulouse cedex, France;(4) Theory Group, Microsoft Research, One Microsoft Way, Redmond WA Redmond WA Group, 98052-6399, USA |
| Abstract: | We study the rate at which entropy is produced by linear combinations of independent random variables which satisfy a spectral gap condition.Mathematics Subjects Classification (2000):94A17; 60F05Supported in part by the EU Grant HPMT-CT-2000-00037, The Minkowski center for Geometry and the Israel Science Foundation.Supported in part by NSF Grant DMS-9796221.Supported in part by EPSRC Grant GR/R37210.Supported in part by the BSF, Clore Foundation and EU Grant HPMT-CT-2000-00037. |
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