Timeline for Central limit theorem via maximal entropy
Current License: CC BY-SA 3.0
15 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 3 at 7:53 | answer | added | Thomas Kojar | timeline score: 1 | |
| Jul 14, 2023 at 21:07 | comment | added | Paul Siegel | @DavidRoberts That explains why this question has been getting votes after so many years. I was thinking about creating something for SoME3 - maybe this would be a good topic! | |
| Jul 14, 2023 at 21:04 | vote | accept | Paul Siegel | ||
| Jul 13, 2023 at 10:31 | comment | added | David Roberts♦ | This question was linked to by a recent video by 3Blue1Brown, prompted by a comment of a channel supporter. | |
| Nov 28, 2019 at 11:40 | comment | added | Fabrice Pautot | Remark: either the condition on the first moment int x * rho(x) dx = 0 is missing or the general solution is a N(mu, sigma^2) Gaussian, with arbitrary mu that has no impact on the entropy. | |
| Jan 12, 2015 at 17:06 | comment | added | Terry Tao | There is work by Artstein, Bell, Barthe, and Naor ams.org/mathscinet-getitem?mr=2128238 ams.org/mathscinet-getitem?mr=2083473 showing that the entropy of the averages converges monotonically to the Gaussian extremum (a conjecture of Shannon) and provides a rate of convergence. | |
| Oct 13, 2014 at 15:47 | comment | added | Paul Siegel | It seems that there are a number of directions from which one can approach this question - thanks everyone for the answers and references. I need to do more reading before I accept an answer. | |
| Oct 13, 2014 at 14:13 | answer | added | Abdelmalek Abdesselam | timeline score: 26 | |
| Oct 9, 2014 at 15:00 | comment | added | ofer zeitouni | barron's paper is here: stat.yale.edu/~arb4/publications_files/… The argument goes back to Brown and Linnik.. See also web.math.princeton.edu/~naor/homepage%20files/entclt.ps for a more recent treatment. | |
| Oct 7, 2014 at 2:14 | answer | added | Pablo Lessa | timeline score: 21 | |
| Oct 7, 2014 at 2:01 | comment | added | KConrad | See Remark 4.5 of math.uconn.edu/~kconrad/blurbs/analysis/entropypost.pdf and the reference at the end of it. | |
| Oct 7, 2014 at 1:58 | answer | added | user135939 | timeline score: 7 | |
| Oct 7, 2014 at 1:52 | comment | added | Yemon Choi | Also: while it might not be calculus of variations per se, perhaps the POV adopted in this old paper of Anshelevich arxiv.org/abs/math/9810047 might be along the lines you're interested in? | |
| Oct 7, 2014 at 1:51 | comment | added | Yemon Choi | This may not be helpful since I am going from hazy memory at 2am, but I think A. Barron and then O. Johnson have worked on getting the CLT out of entropy arguments | |
| Oct 7, 2014 at 1:38 | history | asked | Paul Siegel | CC BY-SA 3.0 |