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Details of Grant 

EPSRC Reference: GR/S77011/01
Title: Entropy growth for sums of independent random variables satisfying moment conditions
Principal Investigator: Ball, Professor K
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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
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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.
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