Information theory and the central limit theorem

• 作者: Johnson, Oliver
• 出版: London :River Edge, NJ : Imperial College Press ;Distributed by World Scientific Pub. ©2004.
• 稽核項: 1 online resource (xiv, 209 pages) :illustrations.
• 標題: Electronic books. , Statistical methods. , Central limit theorem. , Probability , Information theory , Méthodes statistiques. , Théorie de l'information Méthodes statistiques. , MATHEMATICS Probability & Statistics -- General. , Probabilities. , Information theory Statistical methods. , Probability & StatisticsGeneral. , MATHEMATICS , Théorème central limite. , Théorie de l'information , Probabilités. , probability.
• ISBN: 1860944736 , 9781860944734
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• 附註: Includes bibliographical references (pages 199-206) and index. Information Theory and The Central Limit Theorem; Preface; Contents; 1. Introduction to Information Theory; 2. Convergence in Relative Entropy; 3. Non-Identical Variables and Random Vectors; 4. Dependent Random Variables; 5. Convergence to Stable Laws; 6. Convergence on Compact Groups; 7. Convergence to the Poisson Distribution; 8. Free Random Variables; Appendix A Calculating Entropies; Appendix B Poincare Inequalities; Appendix C de Bruijn Identity; Appendix D Entropy Power Inequality; Appendix E Relationships Between Different Forms of Convergence; Bibliography; Index.
• 摘要: 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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.
• 電子資源: https://dbs.tnua.edu.tw/login?url=https://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=130010
• 系統號: 005317171
• 資料類型: 電子書
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