Elements of Information Theory, 2ed
Elements of Information Theory, Second Edition, covers the standard topics of information theory, such as entropy, data compression, channel capacity, rate distortion, multi-user theory and hypothesis testing. It presents applications to communications, statistics, complexity theory and investment.
• Introduction and Preview.
• 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.