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math.PR2015
Stability of Cramer's Characterization of Normal Laws in Information Distances
S. G. Bobkov, G. P. Chistyakov, F. Götze
Optimal stability estimates in the class of regularized distributions are derived for the characterization of normal laws in Cramer's theorem with respect to relative entropy and F…
math.PR2015
Regularized Distributions and Entropic Stability of Cramer's Characterization of the Normal Law
S. G. Bobkov, G. P. Chistyakov, F. Götze
For regularized distributions we establish stability of the characterization of the normal law in Cramer's theorem with respect to the total variation norm and the entropic distanc…
math.PR2015
Second order concentration on the sphere
S. G. Bobkov, G. P. Chistyakov, F. Götze
Sharpened forms of the concentration of measure phenomenon for classes of functions on the sphere are developed in terms of Hessians of these functions.