Теория информации / Cover T.M., Thomas J.A. Elements of Information Theory. 2006., 748p

F-distribution, 661 face vase illusion, 505 factorial, 351, 353

Stirling’s approximation, 405 fading, 611

fading channel, 291 Fahn, P., xxi

fair odds, 159, 164, 487, 488 fair randomization, 627, 629 Fan, K., 679, 699

Fano, R.M., 56, 158, 240, 699, 700, see also Shannon-Fano-Elias code

Fano’s inequality, 13, 38, 39, 41, 44, 52, 56, 206, 208, 221, 255, 268, 283, 539 – 541, 555, 576, 578, 590, 663

FAX, 130

FDMA (Frequency Division Multiple Access), 547, 548, 606

Feder, M., 158, 462, 700, 709, 718 Feder, T., 461

feedback, xix, 189, 193, 216, 218, 238, 280 – 284, 286 – 290, 509, 519, 593, 594, 610, 611

discrete memoryless channel, 216 Gaussian channel, xv, 280 – 289

Feinstein, A., 240, 699, 700 Feller, W., 182, 700 Fermat’s last theorem, 486 fingers, 143

finite alphabet, 220, 318, 344, 473, 474, 645 finitely often, 649

finitely refutable, 486

first order in the expononent, 63 Fisher, R.A., 56, 700

Fisher information, xviii, xx, 247, 347, 392, 394, 395, 397, 399, 401, 407, 657, 671, 673, 674

examples, 401 multiparameter, 397

Fitingof, B.M., 461, 700 fixed rate block code, 357 flag, 61, 442, 460

flow of information, 588, 589 flow of time, 89

flow of water, 511 football, 390, 391 Ford, L.R., 700

Ford-Fulkerson theorem, 511, 512 Forney, G.D., 240, 700

INDEX 735

Foschini, G.J., 611, 700 Fourier transform, 271, 415 fractal, 471

Franaszek, P.A., xxi, xxiii, 158, 700 Frank-Wolfe algorithm, 191

French, 606

frequency, 168 – 170, 270, 274, 315, 404, 547

Friedman, J.H., 693 Fulkerson, D.R., 697, 700 function,

concave, 26 convex, 26

functional, 161, 276, 313, 330 future, 93

Gaarder, T., 593, 609, 700 Gabor, D., 701

Gacs,´ P., 695, 701 Gadsby, 168

Gallager, R.G., xxiii, 215, 240, 299, 430, 461, 609, 692, 701, 713, 715, 716

Galois field theory, 214

gambling, xviii, xx, 11, 13, 159, 171 – 173, 175, 178, 181, 182, 488, 507, 629

universal, 487

gambling and data compression, 171 game, 181, 298, 391, 631

20 questions, 6, 120, 121, 143, 145, 157,

237 Hi-Lo, 147

mutual information, 298 red and black, 167, 177 Shannon guessing, 174 stock market, 630

game theory, 132 fundamental theorem, 432

game-theoretic optimality, 132, 619 γ (Euler’s constant), 153, 662 Gamma distribution, 661

gas, 34, 409, 411, 412 Gauss’s law, 548

Gauss-Markov process, 417 – 420

Gaussian, 252, 255, 258, 378, 389, 684, 685 Gaussian channel, xv, xix, 205, 261 – 299,

324, 513, 514, 519, 520, 544, 546, 686 achievability, 266

AWGN (additive white Gaussian noise), 289

736 INDEX

Gaussian channel (continued )

bandlimited, 270 – 274

broadcast, see broadcast channel, Gaussian

capacity, 264 colored noise, 277 converse, 268 feedback, 280 – 289

interference, see interference channel, Gaussian

with memory, 277, 280

multiple access, see also multiple access channel, Gaussian

parallel, 274 – 280, 292

relay, see also relay channel, Gaussian Gaussian distribution, see normal

distribution

Gaussian process, 272, 279, 417 Gaussian source, 311, 336

rate distortion function, 311

Gaussian stochastic process, 315, 416, 417, 423

Gelfand, I.M., 702

Gelfand, S.I., 609, 610, 702 Gemelos, G., xxi

general multiterminal network, 587 general theory of relativity, 490 generalized Lloyd algorithm, 303 generation of random variables, 134 geodesic, 380

geometric distribution, 405, 444 geometry, 9, 301, 367

Euclidean, 378 geophysical applications, 415 Gersho, A., 702

Gibson, J.D., 702 GIF, 443, 462

Gilbert, E.N., 158, 702 Gill, J., xxiii Glavieux, A., 692

Godel’s¨ incompleteness theorem, 483 Goldbach’s conjecture, 486 Goldberg, M., xxiii

Goldman, S., 702

Goldsmith, A., 702

Golomb, S.W., 702 Goodell, K., xxiii Gopinath, R., xxi Gotham, 470, 550

gradient search, 191 grammar, 171 Grant, A.J., 702

graph, 73, 78, 79, 97 graph coloring, 557 gravestone, 55 gravitation, 490

Gray, R.M., 610, 694, 695, 702, 703, 708 greetings telegrams, 441

Grenander, U., 703 grouping rule, 50

growth rate, xix, 4, 159, 178, 180, 182, 615, 613 – 656, 686

chain rule, 624, 650 competitive optimality, 628 convexity, 616, 650 optimal, 615

side information, 622, 650 growth rate optimal, 162, 613 Grunbaum,¨ B., 538, 703 Guiasu, S., 703

Gupta, V., xxi Gutman, M., 462, 700 Gyorfi, L., 698

gzip, 442

Hadamard’s inequality, 279, 680, 681 Hajek, B., 611, 699, 703

halting, 484

halting computation, 466, 486 halting problem, 483

halting program, 473

Hamming codes, 205, 212 – 214 Hamming distortion, 307, 308, 336, 337 Hamming, R.V., 210, 703

Han, T.S., xxi, 593, 609, 610, 668, 670, 687, 689, 703, 717, 718

handwriting, 87 Hart, P.E., 695, 698

Hartley, R.V., 55, 703 Hassanpour, N., xxi Hassibi, B., 693 Hassner, M., 689 HDTV, 560

Hekstra, A.P., 609, 718 Helstrom, C.W., 703 Hershkovits, Y., 703 Hewlett-Packard, 643

hidden Markov model (HMM), 87, 101

high probability set, 62 histogram, 174 historical notes, xv

HMM, see hidden Markov model (HMM) Hochwald, B.M., 693

Hocquenghem, P.A., 214, 703 Holsinger, J.L., 704

Honig, M.L., 704

Hopcroft, J.E., 704 Horibe, Y., 704

horse race, 5, 6, 11, 159 – 182, 622, 626 Huffman code, 103, 118 – 127, 129 – 131,

137, 142, 145, 146, 149, 151, 155, 157, 357, 427, 436, 460, 491, 492

competitive optimality, 158 dyadic distribution, 151

Huffman, D.A., 158, 704 Hui, J.Y., 704

Humblet, P.A., 704

hypothesis testing, 1, 4, 11, 355, 375, 380, 384, 389

Bayesian, 384

optimal, see Neyman-Pearson lemma

i.i.d. (independent and identically distributed) source, 307, 318, 344, 357

identification capacity, 610 Ihara, S., 704

image, 305

distortion measure, 305 entropy rate, 171

Kolmogorov complexity, 499, 505, 506 Immink, K.A.S., 704

incompressible sequence, 477, 479 independence bound on entropy, 31 India, 441

indicator function, 194, 219, 486, 497, 503 induction, 95, 123, 127, 674

inequalities, xviii – xx, 53, 207, 418, 657 – 687

inequality,

arithmetic mean geometric mean, 669 Brunn-Minkowski,

see Brunn-Minkowski inequality Cauchy-Schwarz, 393

Chebyshev’s, 64

data processing, see data processing inequality

determinant, see determinant inequalities

INDEX 737

entropy power, see entropy power inequality

Fano’s, see Fano’s inequality Hadamard’s, see Hadamard’s inequality information, 29, 410, 659

Jensen’s, see Jensen’s inequality Kraft, see Kraft inequality

log sum, see log sum inequality Markov’s, see Markov’s inequality McMillan’s, see McMillan’s inequality subset, see subset inequalities Young’s, 676

Ziv’s, 450

inference, 1, 3, 4, 463, 484 infinite bandwidth, 273 infinitely often, 621

information, see also Fisher information, mutual information, self information information capacity, 207, 263, 274, 277

information channel capacity, 184 information divergence, 55, see

also relative entropy

information for discrimination, 55, see also relative entropy

information rate distortion function, 306, 307, 329

innovations, 282

input alphabet, 183, 209, 268

input distribution, 188, 227, 228, 278, 335, 430, 431, 532, 544, 546, 591

instantaneous code, see code, instantaneous integer,

binary representation, 469 descriptive complexity, 469

integrability, 248

interference, xix, 3, 11, 273, 509, 511, 515, 518, 519, 527, 547, 588, 610

interference channel, 510, 518, 519, 610 degraded, 610

Gaussian, 518, 519, 610 high interference, 518 strong interference, 610

interleaving, 611 internet, 218

intersymbol interference, 94 intrinsic complexity, 464

investment, 4, 9, 11, 159, 614, 619, 623, 636, 655, 656

investor, 619, 623, 627, 629, 633, 635

738 INDEX

irreducible Markov chain, see Markov chain, irreducible

Itakura-Saito distance, 305 iterative decoding, 215 Iyengar, G., xxi

Jacobs, I.M., 719

Jayant, N.S., 704

Jaynes, E.T., 56, 416, 425, 704 Jelinek, F., xxiii, 158, 690, 704, 705

Jensen’s inequality, 28, 32, 41, 42, 44, 49, 252, 253, 270, 318, 447, 453, 474, 585, 618, 622, 657

Johnson, R.W., 715

joint AEP, 202, 203, 267, 329, 520 joint density, 249

joint distribution, 16, 23, 34, 51, 52, 71, 228, 268, 307, 308, 323, 328, 343, 365, 402, 537, 539, 542, 550, 564, 565, 578, 586, 595, 600, 602, 608

joint entropy, 16

joint source channel coding theorem, 218 joint type, 499

joint typicality, 195, 222, 240

jointly typical, 198 – 203, 227 – 230, 240, 266, 267, 319, 327 – 329, 341, 343, 365, 366, 520, 553, 557, 559, 560, 575, 580

jointly typical sequences, 520

jointly typical set, 227, 228, 319, 327 Jozsa, R, 705

JPEG, 130 Julian, D., xxi

Justesen, J., 215, 705

Kac, M., 443, 705 Kac’s lemma, 444 Kailath, T., 705 Karlin, S., 705 Karush, J., 158, 705 Kaul, A., xxiii Kawabata, B., xxiii Keegel, J.C., 707

Kelly, J., 182, 655, 705 Kelly, F.P., 705

Kelly gambling, 182, 626 Kemperman, J.H.B., 408, 705 Kendall, M., 705

keyboard, 480, 482

Khairat, M.A., 707

Khinchin, A.Y., 705 Kieffer, J.C., 69, 705, 720 Kim, Y.H., xxi, 299, 705 Kimber, D., xxiii

kinetic energy, 409 King, R., 182, 696 Knuth, D.E., 153, 705 Kobayashi, K., 610, 703

Kolmogorov, A.N., 3, 345, 417, 463, 507, 702, 706

Kolmogorov complexity, xv, xviii, xix, 1, 3, 4, 10 – 12, 428, 466, 463 – 508, 686

conditional, 467

and entropy, 473, 502 of integers, 475

lower bound, 469, 502 universal probability, 490 upper bound, 501

Kolmogorov structure function, 496, 503, 507

Kolmogorov sufficient statistic, 496, 497, 508

Kolmogorov’s inequality, 626 Kontoyiannis, Y., xxi

Korner,¨ J., 241, 325, 347, 358, 408, 609, 610, 690, 697, 698, 701, 706

Kotel’nikov, V.A., 706 Kraft, L.G., 158, 706

Kraft inequality, 103, 107– 110, 112, 113, 116 – 118, 127, 138, 141, 143, 158, 473, 484, 494

Krichevsky, R.E., 706

Kuhn-Tucker conditions, 164, 177, 191, 314, 331, 617, 618, 621, 622

Kulkarni, S.R., 698, 707, 718 Kullback, J.H., 707

Kullback, S., xix, 55, 408, 707

Kullback Leibler distance, 20, 55, 251, see also relative entropy

L1 distance, 369

Lagrange multipliers, 110, 153, 161, 276, 313, 330, 334, 335, 421

Laird, N.M., 698 Lamping, J., xxi

Landau, H.J., 272, 299, 707 Landauer, R., 56, 691 Langdon, G.G., 705, 707, 713

Lapidoth, A., xxi, 707 Laplace, P.S., 488, 489 Laplace distribution, 257, 661 Laplace estimate, 488

large deviation theory, 4, 12, 357, 360 Latane,´ H.A., 182, 655, 707 Lavenberg, S., xxiii

law of large numbers, 57, 199, 245, 267, 319, 326, 355 – 357, 361, 403, 477, 479, 520, 522, 615

incompressible sequences, 477, 502 method of types, 355

weak law, 57, 58, 65, 196, 245, 361, 380, 479

lecturer, 561 Lee, E.A., 707 Leech, J., 707

Lehmann, E.L., 56, 707 Leibler, R.A., 55, 707

Lempel, A., 428, 442, 462, 707, 721, see also Lempel-Ziv coding

Lempel-Ziv,

fixed database, 459 infinite dictionary, 458 sliding window, 443 tree structured, 448

Lempel-Ziv algorithm, xxiii, 441 Lempel-Ziv coding, 440 – 456 Lempel-Ziv compression, 360 Lempel-Ziv parsing, 427

letter, 105, 168 – 171, 174, 175, 209, 210, 224, 226, 233

Leung, C.S.K., 593, 609, 610, 696, 711 Levin, L.A., 507, 707

Levinson algorithm, 419

Levy’s martingale convergence theorem, 647

lexicographic order, 327, 472 Li, M., 508, 707

Liao, H., 10, 609, 708 liar paradox, 483 Lieb, E.J., 693

likelihood, 20, 365, 377, 404, 482, 508 likelihood ratio, 482

likelihood ratio test, 377, 378, 385, 389

Lin, S., 708

Lind, D., 708

Linde, Y., 708

INDEX 739

Linder, T., 708

Lindley, D., 708 linear algebra, 211 linear code, 214

linear inequalities, 534 linear predictive coding, 416 list decoding, 517, 575 Liversidge, A., 708

Lloyd, S.P., 708 Lloyd aglorithm, 303 local realism, 56 logarithm,

base of, 14

lognormal distribution, 662 log likelihood, 65, 67, 405

log-optimal portfolio, 616 – 624, 626 – 629, 649, 653, 654, 656

competitive optimality, 627, 651 log sum inequality, 31 – 33, 44 Longo, G., 697

Lotto, 178 Louchard, G., 708

Lovasz, L., 226, 241, 708

low density parity check (LDPC) codes, 215

Lucky, R.W., 170, 171, 708 Lugosi, G., 698, 707, 708 LZ77, 441

LZ78, 441

MacKay, D.J.C., 215, 708, 709 macrostate, 55, 409, 411, 412 MacWilliams, F.J., 708 Madhow, U., 704

magnetic recording, 94, 101, 105, 158 Malone, D., 175

Mandelbrot set, 471 Marcus, B., 158, 708 margin, 181

marginal distribution, 297, 333 Markov approximation, 169, 646 Markov chain, 35, 36, 39, 40, 47, 52,

71 – 100, 144, 206, 258, 294, 295, 423, 458, 470, 497, 499, 578 – 580, 584, 659, 687

aperiodic, 72, 78 functions of, 84 irreducible, 72, 78, 98 stationary distribution, 73

740 INDEX

Markov chain (continued ) time invariant, 72 time-reversible, 81

Markov fields, 35 Markov lemma, 586

Markov process, 87, 100, 144, 422, 428, 437, see also Gauss-Markov process

Markov’s inequality, 49, 64, 157, 238, 392, 460, 621, 627, 648, 649

Markowitz, H., 614 Marks, R.J., 708 Marshall, A., 708, 709 Martian, 143 Martin-Lof,¨ P., 507, 709 martingale, 647

martingale convergence theorem, 626 Marton, K., 609, 610, 706, 709 Marzetta, T.L., 693

Massey, J.L., 709 mathematics, xvi Mathis, C., xxi Mathys, P., 709

matrix, 88, 95, 99, 200, 212, 239, 337, 338, 340, 342, 397, 432, 458, 657, 681, 682, 687

channel transition, 190 doubly stochastic, 190 parity check, 211 permutation, 88 probability transition, 72 trace, 278

transition, 77, 88 matrix inequalities, 687 max-flow min-cut, 512

maximal probability of error, 204, 207, 264, 268

maximum a posteriori, 388

maximum entropy, xviii, 51, 92, 96, 255, 258, 263, 282, 289, 375, 409, 412 – 415, 417, 420 – 425, 451

conditional limit theorem, 371 prediction error, 423

spectral density, 419, 421

maximum entropy distribution, 30, 364, 375, 409, 410, 412 – 414

maximum entropy graph, 97 maximum entropy process, 419, 422 maximum likelihood, 201, 231, 500 maximum likelihood decoding, 231

maximum likelihood estimation, 404 Maxwell-Boltzmann distribution, 409, 662 Maxwell’s demon, 507

maze, 97 Mazo, J., xxiii

McDonald, R.A., 345, 709 McEliece, R.J., 696, 697, 709 McLaughlin, S.W., 718 McMillan, B., 69, 158, 709, see

also Shannon-McMillan-Breiman theorem

McMillan’s inequality, 141

MDL (minimum description length), 501 mean value theorem, 247

mean-variance theory, 614 measure theory, xx median, 257

medical testing, 375 Melsa, J.L., 702

memoryless, 184, 216, 280, 513, 563, 572, 588, 593, 610, see also channel, discrete memoryless

merges, 149

Merhav, N., 461, 462, 700, 709, 718, 721 Merton, R.C., 709

Messerschmitt, D.G., 707

method of types, xv, 347, 357, 361, 665 metric, 46

microprocessor, 468 microstate, 55, 409, 411

MIMO (multiple-input multiple-output), 611

minimal sufficient statistic, 38 minimax redundancy, 456

minimum description length, 3, 501, 508 minimum distance, 213, 325, 332

between convex sets, 332 relative entropy, 367

minimum variance, 396 minimum weight, 212 Minkowski, H., 710 Mirsky, L., 710 Mitchell, J.L., 711 mixed strategy, 391 mobile telephone, 607

models of computation, 464 modem, 273, 442 modulation, 3, 263

modulo 2 arithmetic, 211, 308, 596

molecules, 409 moments, 255, 414, 614 Mona Lisa, 471, 499

money, 160, 164, 171, 172, 176 – 178, 487, 631, 634, see also wealth

monkey, 480, 482, 504 Moore, E.F., 158, 702 Morgenstern, O., 710 Morrell, M., xxiii Morse code, 103, 104 Moy, S.C., 69, 710 multipath, 292, 611

multiple access channel, 10, 518, 524, 589, 594, 609

achievability, 530

binary erasure channel, 527

binary erasure multiple access channel, 594

binary multiplier channel, 527 capacity region, 526

convexity, 534 converse, 538 cooperative capacity, 596 correlated source, 593

duality with Slepian-Wolf coding, 558 erasure channel, 529

feedback, 594 Gaussian, 514, 598, 607 independent BSC’s, 526

multiplexing, 273, 515, 547

multi-user information theory, see network information theory

multivariate distributions, 411 multivariate normal, 249, 254, 287, 305,

315, 413, 417, 679 music, 1, 428

mutual fund, 653

mutual information, xvii, 12, 20, 159, 252, 656, 686

chain rule, 24 conditional, 45, 49

continuous random variables, 251 non-negativity, 29

properties, 43 Myers, D.L., 718

Nagaoka, H., 690

Nahamoo, D., xxiii

Narayan, P., 697, 707

INDEX 741

nats, 14, 244, 255, 313 Nayak, P.P., xxi

Neal, R.M., 215, 708, 719 nearest neighbor, 303 nearest neighbor decoding, 3 neighborhood, 361, 638 Nelson, R., xxi

network, 11, 270, 273, 274, 509 – 511, 519, 520, 587, 588, 592, 594

network information theory, xv, xix, 3, 10, 11, 509 – 611

feedback, 593 Neumann, J.von, 710 Newton, I., xvii, 4 Newtonian physics, 490 Neyman, J., 710

Neyman-Pearson lemma, 376, 398 Nielsen, M., 241, 710

Nobel, A., xxiii

noise, xvii, xix, 1, 3, 11, 183, 224, 234, 237, 257, 261, 265, 272 – 274, 276 – 281, 289, 291 – 293, 297 – 299,

324, 509, 513 – 516, 519, 520, 533, 546, 548, 588

colored, 277

noiseless channel, 8, 558 noisy typewriter, 186 Noll, P., 704

nonnegative definite matrix, 284, 285 nonnegativity,

entropy, 15

mutual information, 29 relative entropy, 20, 29

nonsense, 464, 482, 504 norm, 297

Euclidean, 297

normal distribution, 38, 254, 269, 311, 411, 414, 662, 675, see also Gaussian channel, Gaussian source

generalized, 662

maximum entropy property, 254 null space, 211

Nyquist, H., 270, 272, 710

Occam’s Razor, 1, 4, 463, 481, 488, 490, 500

odds, 11, 67, 159, 162 – 164, 176 – 180, 626, 645

even, 159

742 INDEX

odds (continued ) fair, 159, 167, 176 subfair, 164, 176 superfair, 164 uniform, 172 uniform fair, 163

Olkin, I., 708, 709

Olshen, R.A., 693, xix, 484, 502

Omura, J.K., 718, 710 onion-peeling, 546 Oppenheim, A., 710 optical channel, 101

optimal code length, 148, 149 optimal decoding, 231, 514

optimal doubling rate, 162, 165, 166 optimal portfolio, 613, 626, 629, 652 oracle, 485

Ordentlich, E., xxi, xxiii, 656, 696, 710 Orey, S., 69, 656, 710

Orlitsky, A., xxi, xxiii, 241, 706, 710 Ornstein, D.S., 710

Oslick, M., xxiii

output alphabet, 143, 183 Ozarow, L.H., 594, 609, 610, 711

Pagels, H., 508, 711

Papadias, C.B., 711 Papadimitriou, C., 711 paradox, 482

Berry’s, 483 Epimenides liar, 483 St. Petersburg, 181

parallel channels, 277, 293 parallel Gaussian source, 314 Pareto distribution, 662 parity, 212 – 214

parity check code, 211, 214 parity check matrix, 211

parsing, 441, 448 – 450, 452, 455, 456, 458, 459

partial recursive functions, 466 partition, 251

Pasco, R., 158, 711 past, 93

Patterson, G.W., 149, 713 Paulraj, A.J., 711 Pearson, E.S., 710

Peile, R.E., 702

Pennebaker, W.B., 711 Perez, A., 69, 711 perihelion of Mercury, 490 periodogram, 415 permutation, 84, 190, 258 permutation matrix, 88 perpendicular bisector, 378 perturbation, 674

Phamdo, N., xxi philosopher’s stone, 484 philosophy of science, 4 photographic film, 293 phrase, 441 – 443, 448, 452

physically degraded, 564, 568, 571, 573, 610

physics, xvi, xvii, 1, 4, 56, 409, 463, 481 π , 4

picture on cover, 471 Pierce, J.R., 711 pigeon, 233

Pinkston, J.T., 337, 711

Pinsker, M.S., 299, 609, 610, 702, 711 pitfalls, 483

pixels, 471 pkzip, 442 Plotnik, E., 711

Poisson distribution, 293

Pollak, H.O., 272, 299, 707, 715 Pollard, D., 711

Poltyrev, G.S., 712 Polya’s urn model, 90

polynomial number of types, 355, 357, 373 Pombra, S., xxi, 299, 695, 696, 712

Poor, H.V., 705, 712 portfolio, 182, 613– 654, 656

portfolio strategy, 620, 629 – 631, 634, 636, 643

portfolio theory, xv, 613

positive definite matrix, 279, 686, 687 Posner, E., 696

power, 84, 116, 142, 273, 293, 295, 297, 298, 320, 324, 357, 415, 513 – 515, 517, 518, 546 – 548, 606, 607, 610, 674

power constraint, 261, 262 – 264, 266, 268, 270, 274, 277, 278, 281, 289, 291, 292, 296, 513, 547

power spectral density, 272, 289, 415 Pratt, F., 712

prediction, 11 prediction error, 423

prefix, 106, 109, 110, 118, 124, 149, 150, 443, 473

prefix code, 109, 110, 118, 148, 150 principal minor, 680, 681

prior, 385, 388, 389, 435, 436 Bayesian, 384

Proakis, J., 692

probability density, 243, 250, 420, 425 probability mass function, 5 probability of error,

Bayesian, 385 maximal, 195, 204

probability simplex, 348, 359, 362, 378 – 380, 385, 386, 391, 408

probability theory, 1, 12

probability transition matrix, 7, 72, 73, 226, 524

process, 183

program length, 3, 463

prolate spheroidal functions, 272 proportional betting, 487

proportional gambling, 162 – 164, 173, 182, 619, 645

punctuation, 168 Pursley, M.B., 697, 703

Pythagorean theorem, 367, 368

quantization, 247, 248, 251, 263, 301 – 303, 312, 363

quantum channel capacity, 56 quantum data compression, 56 quantum information theory, 11, 241 quantum mechanics, 11, 56, 241 queen, 80

Rabiner, L.R., 712 race, see horse race

radio, 261, 270, 547, 560 radium, 257

random box size, 67

random coding, 3, 201, 204, 230, 324, 565 random number generation, 134

random process, Bernoulli, 98

random questions, 53

random variable, 5, 6, 13, 14, 103 Bernoulli, 53, 63

INDEX 743

generation, 134, 155 random walk, 78 randomization, 627 rank, 211, 393

Rao, C.R., 712

Ratcliff, D., 697 rate,

achievable, see achievable rate entropy, see entropy rate

rate distortion, xv, 301 – 347, 582, 585, 586, 596, 610, 686

achievability, 306, 318 Bernoulli source, 307, 336 computation, 332 converse, 316

erasure distortion, 338

Gaussian source, 310, 311, 325, 336 infinite distortion, 336

multivariate Gaussian source, 336 operational definition, 307 parallel Gaussian source, 314 Shannon lower bound, 337

with side information, 580, 596 squared error distortion, 310, 338

rate distortion code, 305, 316, 321, 324, 325, 329, 341, 583

optimal, 339

rate distortion function, 306 – 308, 310, 311, 313 – 316, 321, 327, 333, 334, 337 – 340, 344, 596, 610

convexity, 316 information, 307

rate distortion region, 306, 586

rate distortion theorem, 307, 310, 324, 325, 336, 341, 583, 585

rate distortion theory, 10, 301, 303, 307, 357

rate region, 535, 536, 557, 569, 592, 593, 602 – 605, 608

Rathie, P.N., 662, 718 Raviv, J., 690

Ray-Chaudhuri, D.K., 214, 693 Rayleigh, G.G., 611, 702 Rayleigh distribution, 662

rebalanced portfolio, 613, 629 – 632, 634, 636, 638, 639, 643

receiver, 183

recurrence, 91, 457, 459, 460 recurrence time, 444, 445

744 INDEX

recursion, 90, 95, 123, 469 redistribution of wealth, 82

redundancy, 148, 171, 184, 210, 429, 430, 435, 436, 456, 461, 462, 631

minimax, 429 Reed, I.S., 214, 712

Reed-Solomon codes, 214, 215 Reiffen, B., 666, 719

reinvest, 181, 615

relative entropy, xvii, xix, 4, 9, 11, 12, 20, 25, 30, 43, 52, 68, 81, 87, 112, 115, 151, 252, 259, 305, 332, 333, 362, 366, 368, 369, 378 – 384, 401, 421, 427, 429, 545, 658 – 660, 665, 686

χ 2 bound, 400 asymmetry, 52 bounds, 663 chain rule, 25 convexity, 33

and Fisher information, 401 L1 bound, 398 non-negativity, 29, 50 properties, 43

relative entropy distance, 82, 356, 433 relative entropy neighborhood, 361 relay channel, 510, 516, 571, 572, 591,

595, 610 achievability, 573 capacity, 573 converse, 572

degraded, 571, 573, 591, 610 feedback, 591

Gaussian, 516

physically degraded, 571, 573, 591 reversely degraded, 575

Renyi entropy, 676, 677 Renyi entropy power, 677 reproduction points, 302

reverse water-filling, 315, 336, 345 Reza, F.M., 712

Rice, S.O., 712

Riemann integrability, 248 Rimoldi, B., 702, 712 risk-free asset, 614

Rissanen, J., 158, 420, 462, 508, 691, 707, 712, 713

Roche, J., xxi, xxiii rook, 80

Roy, B., xxi

Rubin, D.B., 698

run length coding, 49 Ryabko, B.Ya., 430, 461, 713

saddlepoint, 298

Salehi, M., xxiii, 695, 696 Salz, J., xxiii

sample correlation, 415 sampling theorem, 272 Samuelson, P.A., 656, 709, 713

sandwich argument, 69, 644, 648 Sanov, I.N., 408, 713

Sanov’s theorem, 362, 378, 386, 391, 398, 403

Sardinas, A.A., 149, 713 Sardinas-Patterson test, 149 satellite, 215, 261, 509, 515, 565 Sato, H., 610, 713

Savari, S.A., 713

Sayood, K., 713 Schafer, R.W., 712

Schalkwijk, J.P.M., 609, 713, 720 Scheffe,´ H., 56, 707

Schnorr, C.P., 507, 713, 714 Scholtz, R.A., 702

Schrodinger’s¨ wave equation, xvii Schultheiss, P.M., 345, 709 Schumacher, B., 705 Schwalkwijk, J.P.M., 705 Schwarz, G., 714

score function, 393, 394

second law of thermodynamics, xviii, 4, 11, 55, 81, 87, 507, see also statistical mechanics

concavity, 100 self-information, 13, 22 self-punctuating, 468 self-reference, 483 sequence length, 55 sequential projection, 400 set sum, 675

sgn function, 132 Shakespeare, 482 Shamai, S., 692, 714

Shannon code, 115, 122, 131, 132, 142, 145, 463, 470, 613

competitive optimality, 130, 132, 142, 158

Shannon guessing game, 174