ENGLISH

Elements of Information Theory

By Thomas M. Cover , Joy A. Thomas

Book information

Publisher
Wiley-Interscience
Year
1991
ISBN
0471062596, 9780471062592
Language
english
Format
PDF
Filesize
24 MB (24674834 bytes)
Series
Wiley Series in Telecommunications and Signal Processing
Edition
99th
Pages
576\563
Time added
2013-12-11 22:11:14

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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