Elements of Information Theory, Second Edition

In the years since the publication of the first edition, there were many aspects of the book that we wished to improve, to rearrange, or to expand, but the constraints of reprinting would not allow us to make those changes between printings. In the new edition, we now get a chance to make some of these changes, to add problems, and to discuss some topics that we had omitted from the first edition.

The key changes include a reorganization of the chapters to make the book easier to teach, and the addition of more than two hundred new problems. We have added material on universal portfolios, universal source coding, Gaussian feedback capacity, network information theory, and developed the duality of data compression and channel capacity. A new chapter has been added and many proofs have been simplified. We have also updated the references and historical notes.

The material in this book can be taught in a two-quarter sequence. The first quarter might cover Chapters 1 to 9, which includes the asymptotic equipartition property, data compression, and channel capacity, culminat­ing in the capacity of the Gaussian channel. The second quarter could cover the remaining chapters, including rate distortion, the method of types, Kolmogorov complexity, network information theory, universal source coding, and portfolio theory. If only one semester is available, we would add rate distortion and a single lecture each on Kolmogorov com­plexity and network information theory to the first semester. A web site, http://www.elementsofinformationtheory.com, provides links to additional material and solutions to selected problems.


Preface to the Second Edition
Preface to the First Edition
Acknowledgments for the Second Edition
Acknowledgments for the First Edition
1. Introduction and Preview
2. Entropy, Relative Entropy, and Mutual Information
3. Asymptotic Equipartition Property
4. Entropy Rates of a Stochastic Process
5. Data Compression
6. Gambling and Data Compression
7. Channel Capacity
8. Differential Entropy
9. Gaussian Channel
10. Rate Distortion Theory
11. Information Theory and Statistics
12. Maximum Entropy
13. Universal Source Coding
14. Kolmogorov Complexity
15. Network Information Theory
16. Information Theory and Portfolio Theory
17. Inequalities in Information Theory
List of Symbols

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