Information theory and the central limit theorem
著者
書誌事項
Information theory and the central limit theorem
Imperial College Press, c2004
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注記
Includes bibliographical references (p. 199-206) and index
内容説明・目次
内容説明
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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.
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