Information Theory and the Central Limit Theorem by Oliver T Johnson (PDF)

Description

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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.

User’s Reviews

Editorial Reviews: Review ….a well-written and motivating introduction to information theory and a detailed description of the current research regarding the connections between central limit theorems and information theory.

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