Elements of information theory /
Thomas M. Cover, Joy A. Thomas.
- 2nd ed.
- Hoboken, N.J. : Wiley-Interscience, c2006.
- xxiii, 748 p. : ill. ; 25 cm.
Includes bibliographical references (p. 689-721) and index.
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.