112 citations · 441 across the 71 of their papers we have counts for
5 papers · 2 filters
Fisher information and convergence to stable laws
S. G. Bobkov, G. P. Chistyakov, F. Götze
The convergence to stable laws is studied in relative Fisher information for sums of i.i.d. random variables.
Local universality of repulsive particle systems and random matrices
Friedrich Götze, Martin Venker
We study local correlations of certain interacting particle systems on the real line which show repulsion similar to eigenvalues of random Hermitian matrices. Although the new part…
Fisher information and the central limit theorem
S. G. Bobkov, G. P. Chistyakov, F. Götze
An Edgeworth-type expansion is established for the relative Fisher information distance to the class of normal distributions of sums of i.i.d. random variables, satisfying moment c…
Estimates for the rate of strong approximation in Hilbert space
Friedrich Götze, Andrei Yu. Zaitsev
The aim of this paper is to investigate, which infinite dimensional consequences follow from the main results of recently published paper of the authors (2009) (see Theorems 2 and…
Estimates for the concentration functions in the Littlewood--Offord problem
Yulia S. Eliseeva, Friedrich Götze, Andrei Yu. Zaitsev
Let be independent identically distributed random variables. In this paper we study the behavior of the concentration functions of the weighted sums $\sum\limits_{k…