EPSRC Reference: |
GR/S77011/01 |
Title: |
Entropy growth for sums of independent random variables satisfying moment conditions |
Principal Investigator: |
Ball, Professor K |
Other Investigators: |
|
Researcher Co-Investigators: |
|
Project Partners: |
|
Department: |
Mathematics |
Organisation: |
UCL |
Scheme: |
Standard Research (Pre-FEC) |
Starts: |
01 April 2004 |
Ends: |
30 September 2004 |
Value (£): |
28,806
|
EPSRC Research Topic Classifications: |
Mathematical Analysis |
Statistics & Appl. Probability |
|
EPSRC Industrial Sector Classifications: |
No relevance to Underpinning Sectors |
|
|
Related Grants: |
|
Panel History: |
|
Summary on Grant Application Form |
The central limit theorem is probably the most important principle in probability theory: it guarantees that a random quantity which is built out of many small independent effects will have an approximately normal (bell-shaped) distribution. For many purposes in physics, information theory and geometry it is important to understand how many contributions are needed to achieve this normal distribution.The best way to describe a distribution's closeness to the normal distribution is using entropy: a measure of chaos or complexity which is fundamental to information theory.The aim of this project is to determine the speed of convergence toward the normal distribution as measured by the gap in entropy, for quantities that typically occur in probability theory.
|
Key Findings |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
Potential use in non-academic contexts |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
Impacts |
Description |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk |
Summary |
|
Date Materialised |
|
|
Sectors submitted by the Researcher |
This information can now be found on Gateway to Research (GtR) http://gtr.rcuk.ac.uk
|
Project URL: |
|
Further Information: |
|
Organisation Website: |
|