A strengthened version of the central limit theorem for discrete random
variables is established, relying only on information-theoretic tools and
elementary arguments. It is shown that the relative entropy between the
standardised sum of $n$ independent and identically distributed lattice random
variables and an appropriately discretised Gaussian, vanishes as $n\toınfty$.
Description
[2106.00514] Entropy and the Discrete Central Limit Theorem
%0 Journal Article
%1 gavalakis2021entropy
%A Gavalakis, Lampros
%A Kontoyiannis, Ioannis
%D 2021
%K entropy information readings stats theory
%T Entropy and the Discrete Central Limit Theorem
%U http://arxiv.org/abs/2106.00514
%X A strengthened version of the central limit theorem for discrete random
variables is established, relying only on information-theoretic tools and
elementary arguments. It is shown that the relative entropy between the
standardised sum of $n$ independent and identically distributed lattice random
variables and an appropriately discretised Gaussian, vanishes as $n\toınfty$.
@article{gavalakis2021entropy,
abstract = {A strengthened version of the central limit theorem for discrete random
variables is established, relying only on information-theoretic tools and
elementary arguments. It is shown that the relative entropy between the
standardised sum of $n$ independent and identically distributed lattice random
variables and an appropriately discretised Gaussian, vanishes as $n\to\infty$.},
added-at = {2021-06-08T18:14:54.000+0200},
author = {Gavalakis, Lampros and Kontoyiannis, Ioannis},
biburl = {https://www.bibsonomy.org/bibtex/28da04cd3817effd9710bd1990edc1b88/kirk86},
description = {[2106.00514] Entropy and the Discrete Central Limit Theorem},
interhash = {61fe379a79d16ff8eb37bf5b34cf089b},
intrahash = {8da04cd3817effd9710bd1990edc1b88},
keywords = {entropy information readings stats theory},
note = {cite arxiv:2106.00514Comment: 15 pages},
timestamp = {2021-06-08T18:14:54.000+0200},
title = {Entropy and the Discrete Central Limit Theorem},
url = {http://arxiv.org/abs/2106.00514},
year = 2021
}