Information Theory And The Central Limit Theorem
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Author | : Oliver Johnson |
Publisher | : World Scientific |
Total Pages | : 230 |
Release | : 2004 |
Genre | : Computers |
ISBN | : 9781860945373 |
Annotation. - Presents surprising, interesting connections between two apparently separate areas of mathematics- Written by one of the researchers who discovered these connections- Offers a new way of looking at familiar results.
Author | : Oliver Thomas Johnson |
Publisher | : |
Total Pages | : 0 |
Release | : 2023 |
Genre | : Central limit theorem |
ISBN | : 9787519296872 |
Author | : Hans Fischer |
Publisher | : Springer Science & Business Media |
Total Pages | : 415 |
Release | : 2010-10-08 |
Genre | : Mathematics |
ISBN | : 0387878572 |
This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.
Author | : Oliver Thomas Johnson |
Publisher | : World Scientific |
Total Pages | : 224 |
Release | : 2004 |
Genre | : Mathematics |
ISBN | : 1860944736 |
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 It brings together results from a number of research papers as well as unpublished material, showing how the techniques can give a unified view of limit theorems.
Author | : R. M. Dudley |
Publisher | : Cambridge University Press |
Total Pages | : 452 |
Release | : 1999-07-28 |
Genre | : Mathematics |
ISBN | : 0521461022 |
This treatise by an acknowledged expert includes several topics not found in any previous book.
Author | : William J. Adams |
Publisher | : American Mathematical Soc. |
Total Pages | : 218 |
Release | : 2009-11-25 |
Genre | : Mathematics |
ISBN | : 0821848992 |
About the First Edition: The study of any topic becomes more meaningful if one also studies the historical development that resulted in the final theorem. ... This is an excellent book on mathematics in the making. --Philip Peak, The Mathematics Teacher, May, 1975 I find the book very interesting. It contains valuable information and useful references. It can be recommended not only to historians of science and mathematics but also to students of probability and statistics. --Wei-Ching Chang, Historica Mathematica, August, 1976 In the months since I wrote ... I have read it from cover to cover at least once and perused it here and there a number of times. I still find it a very interesting and worthwhile contribution to the history of probability and statistics. --Churchill Eisenhart, past president of the American Statistical Association, in a letter to the author, February 3, 1975 The name Central Limit Theorem covers a wide variety of results involving the determination of necessary and sufficient conditions under which sums of independent random variables, suitably standardized, have cumulative distribution functions close to the Gaussian distribution. As the name Central Limit Theorem suggests, it is a centerpiece of probability theory which also carries over to statistics. Part One of The Life and Times of the Central Limit Theorem, Second Edition traces its fascinating history from seeds sown by Jacob Bernoulli to use of integrals of $\exp (x^2)$ as an approximation tool, the development of the theory of errors of observation, problems in mathematical astronomy, the emergence of the hypothesis of elementary errors, the fundamental work of Laplace, and the emergence of an abstract Central Limit Theorem through the work of Chebyshev, Markov and Lyapunov. This closes the classical period of the life of the Central Limit Theorem, 1713-1901. The second part of the book includes papers by Feller and Le Cam, as well as comments by Doob, Trotter, and Pollard, describing the modern history of the Central Limit Theorem (1920-1937), in particular through contributions of Lindeberg, Cramer, Levy, and Feller. The Appendix to the book contains four fundamental papers by Lyapunov on the Central Limit Theorem, made available in English for the first time.
Author | : Thomas M. Cover |
Publisher | : John Wiley & Sons |
Total Pages | : 788 |
Release | : 2012-11-28 |
Genre | : Computers |
ISBN | : 1118585771 |
The latest edition of this classic is updated with new problem sets and material The Second Edition of this fundamental textbook maintains the book's tradition of clear, thought-provoking instruction. Readers are provided once again with an instructive mix of mathematics, physics, statistics, and information theory. All the essential topics in information theory are covered in detail, including entropy, data compression, channel capacity, rate distortion, network information theory, and hypothesis testing. The authors provide readers with a solid understanding of the underlying theory and applications. Problem sets and a telegraphic summary at the end of each chapter further assist readers. The historical notes that follow each chapter recap the main points. The Second Edition features: * Chapters reorganized to improve teaching * 200 new problems * New material on source coding, portfolio theory, and feedback capacity * Updated references Now current and enhanced, the Second Edition of Elements of Information Theory remains the ideal textbook for upper-level undergraduate and graduate courses in electrical engineering, statistics, and telecommunications.
Author | : Imre Csiszár |
Publisher | : Now Publishers Inc |
Total Pages | : 128 |
Release | : 2004 |
Genre | : Computers |
ISBN | : 9781933019055 |
Information Theory and Statistics: A Tutorial is concerned with applications of information theory concepts in statistics, in the finite alphabet setting. The topics covered include large deviations, hypothesis testing, maximum likelihood estimation in exponential families, analysis of contingency tables, and iterative algorithms with an "information geometry" background. Also, an introduction is provided to the theory of universal coding, and to statistical inference via the minimum description length principle motivated by that theory. The tutorial does not assume the reader has an in-depth knowledge of Information Theory or statistics. As such, Information Theory and Statistics: A Tutorial, is an excellent introductory text to this highly-important topic in mathematics, computer science and electrical engineering. It provides both students and researchers with an invaluable resource to quickly get up to speed in the field.
Author | : Philip Mayne Woodward |
Publisher | : |
Total Pages | : 136 |
Release | : 1968 |
Genre | : |
ISBN | : |
Author | : Samuel Kotz |
Publisher | : |
Total Pages | : 104 |
Release | : 1966 |
Genre | : Information theory |
ISBN | : |