2005
DOI: 10.4213/tvp110
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An information-theoretic central limit theorem for finitely susceptible FKG systems

Abstract: We 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 suscept… Show more

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Cited by 3 publications
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“…The convergence of the entropy of I s (x, y) to that of a Gaussian distribution has been established by [28]. But the monotone convergence has only been established for the iid case by [4].…”
Section: Transformation H(p(ĵ))−h(p(î)) = H(p(j))−h(p(i))mentioning
confidence: 99%
“…The convergence of the entropy of I s (x, y) to that of a Gaussian distribution has been established by [28]. But the monotone convergence has only been established for the iid case by [4].…”
Section: Transformation H(p(ĵ))−h(p(î)) = H(p(j))−h(p(i))mentioning
confidence: 99%