## Abstract

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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems

Translated title of the contribution | Information theory and the central limit theorem |
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Original language | English |

Publisher | Imperial College Press |

Number of pages | 224 |

ISBN (Print) | 1860944736 |

Publication status | Published - 2004 |