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We prove a strict lower bound on the entropy produced when independent random variables are summed and rescaled. Using this, we develop an approach to central limit theorems from a dynamical point of view in which the entropy is a Lyapunov functional governing approach to the Gaussian limit. This dynamical approach naturally extends to cover dependent variables, and leads to new results in pure probability theory as well as in statistical mechanics. It also provides a unified framework within which many previous results are easily derived.
Communications in Mathematical Physics – Springer Journals
Published: Aug 2, 2005
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