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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.

Format: Hardcover
No of Pages: 224
Imprint: Imperial College Press
Publication date: 20040714