Jiange Li

Central limit theorem in R\'enyi divergence for lattice random variables

We establish a central limit theorem in R\'enyi 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 latti...