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arxiv: 1104.4360 · v1 · pith:Y46DJFS4new · submitted 2011-04-21 · 🧮 math.PR

Convergence to Stable Laws in Relative Entropy

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keywords convergenceentropylawsrelativestableestablishedrandomsums
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Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.

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