Elements of Information Theory - ISBN 0471062596


ISBN 0471062596 : Elements of Information Theory
ISBN: 0471062596

Elements of Information Theory - (0471062596)

by: Thomas M. Cover, Joy A. Thomas

Pub date: August 12, 1991
Publisher: Wiley-Interscience
ISBN: 0471062596
Binding: Hardcover
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Book Description:
Following a brief introduction and overview, early chapters cover the basic algebraic relationships of entropy, relative entropy and mutual information, AEP, entropy rates of stochastics processes and data compression, duality of data compression and the growth rate of wealth. Later chapters explore Kolmogorov complexity, channel capacity, differential entropy, the capacity of the fundamental Gaussian channel, the relationship between information theory and statistics, rate distortion and network information theories. The final two chapters examine the stock market and inequalities in information theory. In many cases the authors actually describe the properties of the solutions before the presented problems.




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