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pro vyhledávání: '"Oliver Johnson"'
Autor:
Christophe Vignat, Oliver Johnson
Publikováno v:
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2007, 43 (3), pp.339-351. ⟨10.1016/j.anihpb.2006.05.001⟩
Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques, Institut Henri Poincaré (IHP), 2007, 43 (3), pp.339-351. ⟨10.1016/j.anihpb.2006.05.001⟩
We consider the Student-t and Student-r distributions, which maximise Renyi entropy under a covariance condition. We show that they have information-theoretic properties which mirror those of the Gaussian distributions, which maximise Shannon entropy
Publikováno v:
Electron. J. Probab. 15 (2010), 1344-1369
An information-theoretic development is given for the problem of compound Poisson approximation, which parallels earlier treatments for Gaussian and Poisson approximation. Let $P_{S_n}$ be the distribution of a sum $S_n=\Sumn Y_i$ of independent inte
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a67fa0c5873d1d1952988e3f905ee27e
Autor:
Andrew R. Barron, Oliver Johnson
We give conditions for an O(1/n) rate of convergence of Fisher information and relative entropy in the Central Limit Theorem. We use the theory of projections in L2 spaces and Poincare inequalities, to provide a better understanding of the decrease i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::49e9dd3f315dd50cfc955f4509c634f9
http://arxiv.org/abs/math/0111020
http://arxiv.org/abs/math/0111020
Autor:
Oliver Johnson
Publikováno v:
Stochastic Processes and their Applications. (2):291-304
Motivated by Barron (1986, Ann. Probab. 14, 336–342), Brown (1982, Statistics and Probability: Essays in Honour of C.R. Rao, pp. 141–148) and Carlen and Soffer (1991, Comm. Math. Phys. 140, 339–371), we prove a version of the Lindeberg–Feller