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On Renyi entropy convergence of the max domain of attraction
Published 5 Feb 2014 in stat.OT | (1402.0947v4)
Abstract: In this paper, we prove that the Renyi entropy of linearly normalized partial maxima of independent and identically distributed random variables is convergent to the corresponding limit Renyi entropy when the linearly normalized partial maxima converges to some nondegenerate random variable.
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