The Entropic Erdős-Kac Limit Theorem

Tuesday, April 14, 2015 - 1:30pm - 2:20pm
Keller 3-180
Holger Koesters (Universität Bielefeld)
A limit theorem by Erdős and Kac (1946) states that the maximum
of sums of i.i.d. random variables with mean zero and variance one
converges in distribution to the one-sided standard normal distribution
after appropriate rescaling. I will discuss an entropic version of
this result. The proof is based on a combination of entropy inequalities
with more classical techniques from Fourier analysis. This is based
on joint work with S. Bobkov and G. Chistyakov.