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math.PR2011★ 1 cited
Convergence to Stable Laws in Relative Entropy
S. G. Bobkov, G. P. Chistyakov, F. Götze
Convergence to stable laws in relative entropy is established for sums of i.i.d. random variables.
math.PR2011
Non-Uniform Bounds in Local Limit Theorems in Case of Fractional Moments
S. G. Bobkov, G. P. Chistyakov, F. Götze
Edgeworth-type expansions for convolutions of probability densities and powers of the characteristic functions with non-uniform error terms are established for i.i.d. random variab…