02956nam 2200613Ia 450 991045023100332120200520144314.01-281-86643-197866118664331-86094-537-6(CKB)1000000000032783(EBL)231540(OCoLC)475937135(SSID)ssj0000179228(PQKBManifestationID)11184083(PQKBTitleCode)TC0000179228(PQKBWorkID)10229943(PQKB)11773761(MiAaPQ)EBC231540(WSP)0000P341(Au-PeEL)EBL231540(CaPaEBR)ebr10082185(CaONFJC)MIL186643(EXLCZ)99100000000003278320041104d2004 uy 0engur|n|---|||||txtccrInformation theory and the central limit theorem[electronic resource] /Oliver JohnsonLondon Imperial College Press ;River Edge, NJ Distributed by World Scientific Publishingc20041 online resource (224 p.)Description based upon print version of record.1-86094-473-6 Includes bibliographical references (p. 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; IndexThis 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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.Central limit theoremInformation theoryStatistical methodsProbabilitiesElectronic books.Central limit theorem.Information theoryStatistical methods.Probabilities.519.2Johnson Oliver(Oliver Thomas)160688MiAaPQMiAaPQMiAaPQBOOK9910450231003321Information theory and the central limit theorem1020297UNINA