Information Theory and the Central Limit Theorem
By: Oliver Johnson (author)Hardback
2 - 4 weeks availability
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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.
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- ID: 9781860944734
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