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Convergence to Stable Laws in Relative Entropy |
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| Authors: | S G Bobkov G P Chistyakov F Götze |
| Institution: | 1. School of Mathematics, University of Minnesota, 127 Vincent Hall, 206 Church St. S.E., Minneapolis, MN, 55455, USA 2. Faculty of Mathematics, University of Bielefeld, P.O. Box 100131, 33501, Bielefeld, Germany |
| Abstract: | Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables. |
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