Information Theory And The Central Limit Theorem

Oliver Johnson,Information Theory And The Central Limit Theorem

Imperial College Press | ISBN10: 1860944736 | 31 Aug 2004 | 209 pages | PDF | 7 MB

This book provides a comprehensive description of a new method of proving the central limit theorem, through the use of apparently unrelated results from information theory. It gives a basic introduction to the concepts of entropy and Fisher information, and collects together standard results concerning their behaviour. It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.

Mathematical Reviews

... a well-written and motivating introduction to information

theory and a detailed description of the current research regarding the

connections between central limit theorems and information theory.

Thanks, treatise!!

No mirrors please ...