| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4663427 | Acta Mathematica Scientia | 2015 | 10 Pages |
Abstract
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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Physical Sciences and Engineering
Mathematics
Mathematics (General)
