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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Johnson, Oliver (Oliver Thomas) (Autor)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: London : River Edge, NJ : Imperial College Press ; Distributed by World Scientific Pub., ©2004.
Temas:
Acceso en línea:Texto completo
Descripción
Sumario: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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.
Descripción Física:1 online resource (xiv, 209 pages) : illustrations
Bibliografía:Includes bibliographical references (pages 199-206) and index.
ISBN:1860945376
9781860945373
9781860944734
1860944736