Information Theory and the Central Limit Theorem (Hardcover) (ISBN-13: 9781860944734)

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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.

Author: Oliver T. Johnson
ISBN-10: 1860944736
ISBN-13: 9781860944734
Publisher: Imperial College Press
Language: English
Published: 07/14/2004
Pages: 224
Format: Hardcover
Weight: 0.95lbs
Size: 9.20h x 6.08w x 0.68d