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.

"The latest edition of this classic is updated with new problem sets and material The Second Edition of this fundamental textbook maintains the book's tradition of clear, thought-provoking instruction. Readers are provided once again with an instructive mix of mathematics, physics, statistics, and information theory. All the essential topics in information theory are covered in detail, including entropy, data compression, channel capacity, rate distortion, network information theory, and hypothesis testing. The authors provide readers with a solid understanding of the underlying theory and applications. Problem sets and a telegraphic summary at the end of each chapter further assist readers. The historical notes that follow each chapter recap the main points. The Second Edition features: * Chapters reorganized to improve teaching * 200 new problems * New material on source coding, portfolio theory, and feedback capacity * Updated references Now current and enhanced, the Second Edition of Elements of Information Theory remains the ideal textbook for upper-level undergraduate and graduate courses in electrical engineering, statistics, and telecommunications. An Instructor's Manual presenting detailed solutions to all the problems in the book is available from the Wiley editorial department."--Publisher's website.

Includes bibliographical references (pages 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.

Print version record.

English.

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