Table of 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.

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.