Information Theory And The Central Limit Theorem
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A01=Oliver T Johnson
Author_Oliver T Johnson
Category=PBT
Central Limit Theorem
Convergence of Random Variables
Entropy
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Fisher Information
Information Theory
Probability
Statistics
Product details
- ISBN 9781860944734
- Publication Date: 14 Jul 2004
- Publisher: Imperial College Press
- Publication City/Country: GB
- Product Form: Hardback
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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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.
