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Information theory and the central limit theorem

Author: Oliver Johnson
Publisher: London : Imperial College Press ; River Edge, NJ : Distributed by World Scientific Pub., ©2004.
Edition/Format:   Print book : EnglishView all editions and formats
Summary:

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 brings together  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Oliver Johnson
ISBN: 1860944736 9781860944734
OCLC Number: 56905822
Description: xiv, 209 pages : illustrations ; 24 cm
Contents: 1. Introduction to information theory --
2. Convergence in relative entropy --
3. Non-identical variables and random vectors --
4. Dependent random variables --
5. Convergence to stable laws --
6. Convergence on compact groups --
7. Convergence to the poisson distribution --
8. Free random variables --
Appendixes: --
A. Calculating entropies --
B. Poincare inequalities --
C. de Bruijn identity --
D. Entropy power inequality --
E. Relationships between different forms of convergence.
Responsibility: Oliver Johnson.

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"This book provides 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 Read more...

 
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