| RATE OF CONVERGENCE AND EXPANSION OF RNYI ENTROPIC CENTRAL LIMIT THEOREM |
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| 作者姓名： | 孙建强 丁义明 |
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| 作者单位： | Wuhan Institute of Physics and Mathematics, Chinese Academy of Sciences;University of Chinese Academy of Sciences;National Center for Mathematics and Interdisciplinary Sciences, Chinese Academy of Sciences |
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| 基金项目： | supported by National Basic Research Program of China(973 Program)(2011CB707802,2013CB910200);Natural Science Foundation of China Grant(11126180) |
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| 摘 要： | We obtain the expansion of Rényi divergence of order α(0 α 1) between the normalized sum of IID continuous random variables and the Gaussian limit under minimal moment conditions via Edgeworth-type expansion. The rate is faster than that of Shannon case, which can be used to improve the rate of convergence in total variance norm.
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| 关 键 词： | Rényi divergence central limit theorem Edgeworth-type expansion rate of convergence |
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