Information Theory And The Central Limit Theorem

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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 giv es 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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.Format: HardcoverNo of Pages: 224Imprint: Imperial College PressPublication date: 20040714 Show more