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) |
---|---|
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
Funding Information:S. G. Bobkov, G. P. Chistyakov and H. Kösters are supported by CRC 701. S. B. was also supported by DMS-1106530 and Simons Fellowship.
Publisher Copyright:
© 2014, Springer Science+Business Media New York.
Keywords
- Entropic distance
- Entropy
- Erdős-Kac limit theorem