Article ID Journal Published Year Pages File Type
5130018 Stochastic Processes and their Applications 2016 23 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Mathematics (General)