eBook - PDF
Information Theory And The Central Limit Theorem
Oliver T Johnson
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- 224 pages
- English
- PDF
- Available on iOS & Android
eBook - PDF
Information Theory And The Central Limit Theorem
Oliver T Johnson
Book details
Table of contents
Citations
About This Book
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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.
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Information
Table of contents
- Information Theory and The Central Limit Theorem
- Contents
- Preface
- 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
- Appendix A Calculating Entropies
- Appendix B Poincare Inequalities
- Appendix C de Bruijn Identity
- Appendix D Entropy Power Inequality
- Appendix E Relationships Between Different Forms of Convergence
- Bibliography
- Index
Citation styles for Information Theory And The Central Limit Theorem
APA 6 Citation
Johnson, O. (2004). Information Theory And The Central Limit Theorem ([edition missing]). World Scientific Publishing Company. Retrieved from https://www.perlego.com/book/849486/information-theory-and-the-central-limit-theorem-pdf (Original work published 2004)
Chicago Citation
Johnson, Oliver. (2004) 2004. Information Theory And The Central Limit Theorem. [Edition missing]. World Scientific Publishing Company. https://www.perlego.com/book/849486/information-theory-and-the-central-limit-theorem-pdf.
Harvard Citation
Johnson, O. (2004) Information Theory And The Central Limit Theorem. [edition missing]. World Scientific Publishing Company. Available at: https://www.perlego.com/book/849486/information-theory-and-the-central-limit-theorem-pdf (Accessed: 25 September 2021).
MLA 7 Citation
Johnson, Oliver. Information Theory And The Central Limit Theorem. [edition missing]. World Scientific Publishing Company, 2004. Web. 25 Sept. 2021.