An information-theoretic Central Limit Theorem for finitely susceptible FKG systems

Simple item page
dc.creatorJohnson, Oliver
dc.date2001-09-21
dc.date.accessioned2026-07-07T06:29:20Z
dc.date.available2026-07-07T06:29:20Z
dc.descriptionWe adapt arguments concerning entropy-theoretic convergence from the independent case to the case of FKG random variables. FKG systems are chosen since their dependence structure is controlled through covariance alone, though in the sequel we use many of the same arguments for weakly dependent random variables. As in previous work of Barron and Johnson, we consider random variables perturbed by small normals, since the FKG property gives us control of the resulting densities. We need to impose a finite susceptibility condition -- that is, the covariance between one random variable and the sum of all the random variables should remain finite.
dc.description17 pages
dc.identifierhttps://arxiv.org/abs/math/0109156
dc.identifierhttp://arxiv.org/abs/math/0109156
dc.identifierTheory of Probability and Its Applications, Vol 50/2, 2004, pages 214-224
dc.identifierdoi:10.1137/S0040585X97981676
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/97993
dc.subjectProbability
dc.subject60F05, 94A15
dc.titleAn information-theoretic Central Limit Theorem for finitely susceptible FKG systems
dc.typetext

Files

Collections

arXiv