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Stability problems in Cramér-type characterization in case of i.i.d. summands@@@Stability problems in Cramér-type characterization in case of i.i.d. summands, 57
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Chapter 15 Entropic instability of Cramer’s characterization of the normal law
[Optimal stability estimates in the class of regularized distributions are derived for the characterization of normal laws in Cramer’s theorem with respect to relative entropy and Fisher information distance.]
Published: Sep 22, 2016
Keywords: Characterization of normal laws; Cramer’s theorem; Stability problems
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