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Information theory and the central limit theorem / Oliver Johnson
New Jersey : Imperial College Press, 2004
xiv, 209 pages. : illustrations ; 24 cm.
Ký hiệu phân loại (DDC): 519.2
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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems
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