Abstract
Upper pointwise bounds are considered for convolution of bounded densities in terms of the associated Laplace and Legendre transforms. Applications of these bounds are illustrated in the central limit theorem with respect to the Rényi divergence.
Funding Statement
This work was supported by BSF Grant 2016050 and NSF Grant DMS-2154001.
Citation
Sergey G. Bobkov. "Decay of convolved densities via Laplace transform." Ann. Probab. 51 (5) 1603 - 1615, September 2023. https://doi.org/10.1214/23-AOP1625
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