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Asymptotic Behavior of Rényi Entropy in the Central Limit Theorem

Birkhauser, (2019), 169-200
DOI: 10.1007/978-3-030-26391-1_11
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Abstract

We explore an asymptotic behavior of Rényi entropy along convolutions in the central limit theorem with respect to the increasing number of i.i.d. summands. In particular, the problem of monotonicity is addressed under suitable moment hypotheses.

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Bobkov, S. G., & Marsiglietti, A. (2019). Asymptotic Behavior of Rényi Entropy in the Central Limit Theorem. In Progress in Probability (Vol. 74, pp. 169–200). Birkhauser. https://doi.org/10.1007/978-3-030-26391-1_11

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