Entropy and Information Theory by R.M.Gray at Stanford.1990 .pdf

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1、EntropyandInformationTheoryiiEntropyandInformationTheoryRobertM.GrayInformationSystemsLaboratoryElectricalEngineeringDepartmentStanfordUniversitySpringer-VerlagNewYorkivThisbookwaspreparedwithLATEXandreproducedbySpringer-Verlagfromcamera-readycopysuppliedb

2、ytheauthor.°c1990bySpringerVerlagvtoTim,Lori,Julia,Peter,Gus,AmyElizabeth,andAliceandinmemoryofTinoviContentsProloguexi1InformationSources11.1Introduction..............................11.2ProbabilitySpacesandRandomVariables.............11.3RandomProcessesa

3、ndDynamicalSystems............51.4Distributions.............................61.5StandardAlphabets.........................101.6Expectation..............................111.7AsymptoticMeanStationarity...................141.8ErgodicProperties................

4、..........152EntropyandInformation172.1Introduction..............................172.2EntropyandEntropyRate.....................172.3BasicPropertiesofEntropy.....................202.4EntropyRate.............................312.5ConditionalEntropyandInforma

5、tion...............352.6EntropyRateRevisited.......................412.7RelativeEntropyDensities......................443TheEntropyErgodicTheorem473.1Introduction..............................473.2StationaryErgodicSources.....................503.3Stationar

6、yNonergodicSources...................563.4AMSSources.............................593.5TheAsymptoticEquipartitionProperty..............634InformationRatesI654.1Introduction..............................654.2StationaryCodesandApproximation...............654.

7、3InformationRateofFiniteAlphabetProcesses..........73viiviiiCONTENTS5RelativeEntropy775.1Introduction..............................775.2Divergence..............................775.3ConditionalRelativeEntropy....................925.4LimitingEntropyDensities

8、.....................1045.5InformationforGeneralAlphabets.................1065.6SomeConvergenceResults......................1166InformationRatesII1196.1Introduction..............................1196.2Informat