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Information Theory And The Central Limit Theorem
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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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.
World Scientific; January 2004
224 pages; ISBN 9781860945373
Read online, or download in secure PDF format
224 pages; ISBN 9781860945373
Read online, or download in secure PDF format
Subject categories
- Academic > Mathematics > Probabilities. Mathematical statistics > Probabilities
- Academic > Mathematics > Probabilities. Mathematical statistics > Distribution (Probability theory)
- Academic > Mathematics > Probabilities. Mathematical statistics > Large deviations
- Academic > Mathematics > General
- Mathematics
ISBNs
1860945376
9781860944734
9781860945373