Elements of information theory /

Covers the standard topics of information theory, including entropy, data compression, channel capacity, rate distortion, multi-user theory and hypothesis testing, presenting applications in communications, statistics, complexity theory and investment.

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Bibliographic Details
Main Authors: Cover, T. M., 1938-2012
Group Author: Thomas, Joy A
Published: Wiley-Interscience,
Publisher Address: Hoboken, N.J. :
Publication Dates: [2006]
©2006
Literature type: eBook
Language: English
Edition: Second edition.
Series: A Wiley-Interscience publication
Subjects:
Online Access: http://onlinelibrary.wiley.com/book/10.1002/047174882X
Summary: Covers the standard topics of information theory, including entropy, data compression, channel capacity, rate distortion, multi-user theory and hypothesis testing, presenting applications in communications, statistics, complexity theory and investment.
"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 a
Carrier Form: 1 online resource (xxiii, 748 pages) : illustrations.
Bibliography: Includes bibliographical references (pages 689-721) and index.
ISBN: 9780471748816
0471748811
9780471748823
047174882X
Index Number: Q360
CLC: G201
Contents: Entropy, relative entropy, and mutual information -- Asymptotic equipartition property -- Entropy rates of a stochastic process -- Data compression -- Gambling and data compression -- Channel capacity -- Differential entropy -- Gaussian channel -- Rate distortion theory -- Information theory and statistics -- Maximum entropy -- Universal source coding -- Kolmogorov complexity -- Network information theory -- Information theory and portfolio theory -- Inequalities in information theory.