Limit Theorems and Related Matters
摘要
We begin with standard material regarding the basic asymptotic limit theorems of information and Control theories, supplemented by some related formalities. Information theory formalisms are restricted here to the stationary ergodic domain in which Shannon uncertainties can be expressed in terms of entropy-like expressions in probability distributions. Later developments extend matters to more interesting and comprehensive nonergodic realms in which cross sectional means are not the same as longitudinal means, resulting in path-by-path expressions for information source uncertainties. This will lead to a much richer theory.