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Information theory and the central limit theorem /
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 concer...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
London : River Edge, NJ :
Imperial College Press ; Distributed by World Scientific Pub.,
©2004.
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| Sujets: | |
| Accès en ligne: | Texto completo |
| Résumé: | 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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.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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| Description matérielle: | 1 online resource (xiv, 209 pages) : illustrations |
| Bibliographie: | Includes bibliographical references (pages 199-206) and index. |
| ISBN: | 1860945376 9781860945373 9781860944734 1860944736 |