AI 中文总结
该研究针对零均值单位方差的独立同分布格点随机变量,建立了Rényi散度意义下的中心极限定理,推导了散度的任意阶Edgeworth型渐近展开,补充了连续随机变量Rényi熵中心极限定理的格点对应结果。
AI 中文摘要
针对零均值、单位方差且最大跨度为h>0的独立同分布格点随机变量X₁,…,Xₙ,我们建立了Rényi散度意义下的中心极限定理。令Sₙ=(X₁+…+Xₙ)/√n,Zₙ表示在S_n的支撑格点上量化的标准高斯分布。对任意α>1,取β=α/(α-1),我们证明:当且仅当某一卷积水平下的散度有限,且严格次高斯条件Ee^(tX)<e^(βt²/2)(t∈ℝ,t≠0)成立时,Rényi散度D_α(S_n∥Z_n)→0。在这些条件下,我们进一步推导出该散度的任意阶Edgeworth型渐近展开。这些结果为Bobkov、Chisyakov和Götze(发表于《Ann. Probab.》第47卷,2019年,第270-323页)针对连续随机变量提出的Rényi熵中心极限定理提供了格点版本。
英文摘要
We establish a central limit theorem in Rényi divergence for independent and identically distributed lattice random variables $X_1, \cdots, X_n$ with zero mean, unit variance, and maximal span $h>0$. Let $S_n=(X_1+\cdots+X_n)/\sqrt n$. Let $Z_n$ denote the standard Gaussian distribution quantized on the support lattice of $S_n$. For every $α>1$, with $β=α/(α-1)$, we prove that the Rényi divergence $D_α(S_n\|Z_n)\to 0$ if and only if the divergence is finite at some convolution level and the strict sub-Gaussian condition $$ \mathbb E e^{tX}<e^{βt^2/2},\quad t\in\mathbb R,~ t\ne0 $$ holds. Under these conditions, we further derive an Edgeworth-type asymptotic expansion of the divergence to arbitrary order. These results provide a lattice counterpart of the Rényi entropic central limit theorem for continuous random variables due to Bobkov, Chisyakov and Götze (\emph{Ann. Probab.} \textbf{47} (2019), 270--323).