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Entropy and the Discrete Central Limit Theorem

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 Added by Lampros Gavalakis
 Publication date 2021
and research's language is English




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A strengthened version of the central limit theorem for discrete random variables is established, relying only on information-theoretic tools and elementary arguments. It is shown that the relative entropy between the standardised sum of $n$ independent and identically distributed lattice random variables and an appropriately discretised Gaussian, vanishes as $ntoinfty$.



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