Abstract
We prove entropic and total variation versions of the Erdős-Kac limit theorem for the maximum of the partial sums of i.i.d. random variables with densities.
Original language | English (US) |
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Pages (from-to) | 1520-1555 |
Number of pages | 36 |
Journal | Journal of Theoretical Probability |
Volume | 28 |
Issue number | 4 |
DOIs | |
State | Published - Dec 1 2015 |
Bibliographical note
Publisher Copyright:© 2014, Springer Science+Business Media New York.
Keywords
- Entropic distance
- Entropy
- Erdős-Kac limit theorem