Information Theory and the Central Limit Theorem

✍ Scribed by Oliver Johnson

• Book ID: 127425964
• Publisher: World Scientific Publishing Company
• Year: 2004
• Tongue: English
• Weight: 2 MB
• Category: Library
• ISBN: 1860945376

✦ Synopsis

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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.