Stability problems in Cram\'er-type characterization in case of I.I.D. Summands
Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 4, pp. 701-723
Voir la notice de l'article provenant de la source Math-Net.Ru
The stability property in Cramér’s characterization of the normal law is considered in the case of identically distributed summands. As opposite results, instability is shown with respect to strong distances including the entropic distance to normality (addressing a question of M. Kac).
Keywords:
Cramér’s theorem; Cramér’s characterization of the normal law; stability problems.
@article{TVP_2012_57_4_a4,
author = {S. G. Bobkov and G. P. Chistyakov and F. G\"otze},
title = {Stability problems in {Cram\'er-type} characterization in case of {I.I.D.} {Summands}},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {701--723},
publisher = {mathdoc},
volume = {57},
number = {4},
year = {2012},
language = {en},
url = {http://geodesic.mathdoc.fr/item/TVP_2012_57_4_a4/}
}
TY - JOUR AU - S. G. Bobkov AU - G. P. Chistyakov AU - F. Götze TI - Stability problems in Cram\'er-type characterization in case of I.I.D. Summands JO - Teoriâ veroâtnostej i ee primeneniâ PY - 2012 SP - 701 EP - 723 VL - 57 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_2012_57_4_a4/ LA - en ID - TVP_2012_57_4_a4 ER -
%0 Journal Article %A S. G. Bobkov %A G. P. Chistyakov %A F. Götze %T Stability problems in Cram\'er-type characterization in case of I.I.D. Summands %J Teoriâ veroâtnostej i ee primeneniâ %D 2012 %P 701-723 %V 57 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/TVP_2012_57_4_a4/ %G en %F TVP_2012_57_4_a4
S. G. Bobkov; G. P. Chistyakov; F. Götze. Stability problems in Cram\'er-type characterization in case of I.I.D. Summands. Teoriâ veroâtnostej i ee primeneniâ, Tome 57 (2012) no. 4, pp. 701-723. http://geodesic.mathdoc.fr/item/TVP_2012_57_4_a4/