Bernoulli

  • Bernoulli
  • Volume 20, Number 3 (2014), 1620-1646.

Fisher information and convergence to stable laws

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

Full-text: Open access

Abstract

The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.

Article information

Source
Bernoulli, Volume 20, Number 3 (2014), 1620-1646.

Dates
First available in Project Euclid: 11 June 2014

Permanent link to this document
https://projecteuclid.org/euclid.bj/1402488952

Digital Object Identifier
doi:10.3150/13-BEJ535

Mathematical Reviews number (MathSciNet)
MR3217456

Zentralblatt MATH identifier
1315.60031

Keywords
Fisher information limit theorems stable laws

Citation

Bobkov, S.G.; Chistyakov, G.P.; Götze, F. Fisher information and convergence to stable laws. Bernoulli 20 (2014), no. 3, 1620--1646. doi:10.3150/13-BEJ535. https://projecteuclid.org/euclid.bj/1402488952


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References

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