Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5130018 | Stochastic Processes and their Applications | 2016 | 23 Pages |
Abstract
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.
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Mathematics
Mathematics (General)