应用信息论基础(信息论基本概念)

信息熵

(一)随机事件的自信息

X,Y,Z表示随机变量

x,y,z,  表示随机变量的具体取值

花体   表示集合(|X|、|Y|、|Z|)

 

凸性(convexity)

直觉的定义

信息量等于传输该信息所用的代价

两个相同的信源所产生的信息量两倍于单个信源的信息量

信息是对不确定的消除

四个基本问题

随机性与概率的关系;

概率为1的事件的信息量;

概率为0的事件的信息量;

两个独立事件的联合信息量。

自信息

 

对于一个随机系统,我们如何定义信息的度量?

信息熵的唯一性定理

香农给出了信息熵函数满足的三个条件:

1、连续性

2、等概时的单调增函数特性

3、可加性

离散随机变量的信息熵

伯努利随机变量

 

信息熵形式的唯一性

1° H\left ( X \right )=H\left ( P{x} \right )  is contusion on P{x}

2° 。。。。。。。。。。。。。。。。。。。。。。

公式一:

公式二:

公式三:

 

 非等概率随机事件的信息

 

 

 

 

 

 

 

 

 

 

 

CONTENTS Contents v Preface to the Second Edition xv Preface to the First Edition xvii Acknowledgments for the Second Edition xxi Acknowledgments for the First Edition xxiii 1 Introduction and Preview 1.1 Preview of the Book 2 Entropy, Relative Entropy, and Mutual Information 2.1 Entropy 2.2 Joint Entropy and Conditional Entropy 2.3 Relative Entropy and Mutual Information 2.4 Relationship Between Entropy and Mutual Information 2.5 Chain Rules for Entropy, Relative Entropy,and Mutual Information 2.6 Jensen’s Inequality and Its Consequences 2.7 Log Sum Inequality and Its Applications 2.8 Data-Processing Inequality 2.9 Sufficient Statistics 2.10 Fano’s Inequality Summary Problems Historical Notes v vi CONTENTS 3 Asymptotic Equipartition Property 3.1 Asymptotic Equipartition Property Theorem 3.2 Consequences of the AEP: Data Compression 3.3 High-Probability Sets and the Typical Set Summary Problems Historical Notes 4 Entropy Rates of a Stochastic Process 4.1 Markov Chains 4.2 Entropy Rate 4.3 Example: Entropy Rate of a Random Walk on a Weighted Graph 4.4 Second Law of Thermodynamics 4.5 Functions of Markov Chains Summary Problems Historical Notes 5 Data Compression 5.1 Examples of Codes 5.2 Kraft Inequality 5.3 Optimal Codes 5.4 Bounds on the Optimal Code Length 5.5 Kraft Inequality for Uniquely Decodable Codes 5.6 Huffman Codes 5.7 Some Comments on Huffman Codes 5.8 Optimality of Huffman Codes 5.9 Shannon–Fano–Elias Coding 5.10 Competitive Optimality of the Shannon Code 5.11 Generation of Discrete Distributions from Fair Coins Summary Problems Historical Notes CONTENTS vii 6 Gambling and Data Compression 6.1 The Horse Race 159 6.2 Gambling and Side Information 164 6.3 Dependent Horse Races and Entropy Rate 166 6.4 The Entropy of English 168 6.5 Data Compression and Gambling 171 6.6 Gambling Estimate of the Entropy of English 173 Summary 175 Problems 176 Historical Notes 182 7 Channel Capacity 183 7.1 Examples of Channel Capacity 1
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