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Cover, Thomas M

Elements of Information Theory - 2nd - New Delhi Wiley India Pvt. Ltd. India 2016,c2006 - 748

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.

Contents
• 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.

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