Information Theory and the Central Limit Theorem /Oliver Johnson. -Singapore :World Scientific,2006

209 tr. ;24 cm

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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.

1.Information Theory2.Non-Identical Variables3.Random Vectors

003.54JO - O

1-86094-473-6