Information and Information Stability of Random Variables and Processes

Product Description

From the book sleeve: [...] information theory has important applications in the several branches of mathematics which could hardly have been anticipated at the time of its birth. We may mention the entropy variant in ergodic theory, which has settled several problems of long standing, the use of the entropy concepts in discussing various questions centered about Hilbert's thirteenth problem, Linnik's proof of the central limit theorem using the information functional, and a short proof of the equivalence-singularity dichotomy for Gaussian measures. In this book the author develops the concept of information stability, which underlies several of the above-mentioned applications of the theor…