Probability Seminar: Behaviour of the Fisher information on convolutions, and the associated central limit theorem

Probability Seminar: Behaviour of the Fisher information on convolutions, and the associated central limit theorem

Probability Seminar
Oct 9, 2013, 03:00 PM - 04:00 PM | 332 Evans Hall | Happening As Scheduled
Sergey Bobkov, University of Minnesota
We will be discussing some properties of the Fisher information on convolutions of densities having finite total variation. They are used to give necessary and sufficient conditions for the validity of the central limit theorem in terms of the relative Fisher information distance to the normal law.