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Information Theory And The Central Limit Theorem

Information Theory And The Central Limit Theorem by Oliver Johnson
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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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.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 Publishing Company; January 2004
224 pages; ISBN 9781783260614
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Title: Information Theory And The Central Limit Theorem
Author: Oliver Johnson
 
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