Bøger af Sergio Verdu

A handbook of known formulas which directly relate to information measures and estimation measures. This book provides intuition and draws connections between these formulas, highlights some important applications, and motivates further explorations. The main focus is on such formulas in the context of the additive Gaussian noise model.

Presents a comprehensive survey of universal estimation of information measures for memoryless analog sources with an emphasis on the estimation of mutual information and divergence and their applications. The book reviews the consistency of the universal algorithms and the corresponding sufficient conditions as well as their speed of convergence.

A tutorial on random matrices which provides an overview of the theory and brings together in one source the most significant results recently obtained. Furthermore, the application of random matrix theory to the fundamental limits of wireless communication channels is described in depth.