arXiv:1504.02961 Abstract | arXiv Analytics

arXiv:1504.02961 [math.PR]Abstract References Reviews Resources

Regularized Distributions and Entropic Stability of Cramer's Characterization of the Normal Law

S. G. Bobkov, G. P. Chistyakov, F. Götze

Published 2015-04-12Version 1

For regularized distributions we establish stability of the characterization of the normal law in Cramer's theorem with respect to the total variation norm and the entropic distance. As part of the argument, Sapogov-type theorems are refined for random variables with finite second moment.

Categories: math.PR

Keywords: normal law, regularized distributions, entropic stability, cramers characterization, total variation norm

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