Information theory and the central limit theorem

Research output: Book/ReportAuthored book

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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems
Original languageEnglish
PublisherImperial College Press
Number of pages224
ISBN (Print)1860944736
Publication statusPublished - 2004

Bibliographical note

Other identifier: ISBN-13: 9781860944734

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