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This content will become publicly available on September 1, 2026

Title: Esscher transform and the central limit theorem
The paper is devoted to the investigation of Esscher’s transform on high dimensional Euclidean spaces in the light of its application to the central limit theorem. With this tool, we explore necessary and sufficient conditions of normal approximation for normalized sums of i.i.d. random vectors in terms of the Rényi divergence of infinite order, extending recent one dimensional results.  more » « less
Award ID(s):
2154001
PAR ID:
10613518
Author(s) / Creator(s):
;
Publisher / Repository:
Elsevier B. V.
Date Published:
Journal Name:
Journal of Functional Analysis
Volume:
289
Issue:
5
ISSN:
0022-1236
Page Range / eLocation ID:
110999
Subject(s) / Keyword(s):
Central limit theorem, Rényi divergence, Esscher transform
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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