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.
Bibliographical noteFunding 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.
© 2014, Springer Science+Business Media New York.
- Entropic distance
- Erdős-Kac limit theorem