A Finite-Entropy Criterion for the Entropic Conditional Central Limit Theorem

Tong Ye, Liu-Quan Yao, Shuai Yuan +1

We prove a finite-entropy criterion for the entropic conditional central limit theorem. Let $({\xi }_i,{\eta }_i{)}_{i\ge 1}$ be independent copies of a pair $(\xi ,\eta )$, and set $W_n=n^{-1/2}\sum…