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Probabilistic Methods In Information Theory, Erik W. Pachas
Probabilistic Methods In Information Theory, Erik W. Pachas
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Given a probability space, we analyze the uncertainty, that is, the amount of information of a finite system, by studying the entropy of the system. We also extend the concept of entropy to a dynamical system by introducing a measure preserving transformation on a probability space. After showing some theorems and applications of entropy theory, we study the concept of ergodicity, which helps us to further analyze the information of the system.