Elements of information theory /
Thomas M. Cover, Joy A. Thomas.
- Second edition
- New Jersey, USA : Wiley, 2006.
- xxiii, 748 pages : charts.
Includes bibliography (pages 689-721) and index.
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.