Elements of information theory /
Thomas M. Cover and Joy A. Thomas
- 2nd ed.
- New York: John Wiley & Sons; 2006.
- xxiii, 748 p.
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.