Information Theory And The Central Limit Theorem

Oliver T Johnson (Univ Of Bristol, Uk)

Information Theory And The Central Limit Theorem
Format
Hardback
Publisher
Imperial College Press
Country
United Kingdom
Published
14 July 2004
Pages
224
ISBN
9781860944734

Information Theory And The Central Limit Theorem

Oliver T Johnson (Univ Of Bristol, Uk)

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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.

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