Asymptotic expansions for entropy distances in limit theorems
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We investigate the convergence of sums of random variables to Gaussian and
stable laws in Entropy resp. Fischer-Information distances. In particular we show asymptotic expansions of such distances in terms of semi-invariants (under minimal assumptions) in the context of classical and free probability.
Joint work with Sergey Bobkov and Gennadiy Chistyakov.
This talk is part of the Probability Theory and Statistics in High and Infinite Dimensions series.
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