Entropy and limit theorems
This thesis uses techniques based on Shannon entropy to prove probabilistic limit theorems. Chapter 1 defines entropy and Fisher information, and reviews previous work. We reformulate the Central Limit Theorem to state that the entropy of sums of independent identically distribution real-value rando...
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University of Cambridge
2000
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.605633 |