"The Second Law of Probability: Entropy growth in the central limit process."

"The Second Law of Probability: Entropy growth in the central limit process."

Mon, 13/06/2011
15:45 		Keith Ball (University of Edinburgh) Stochastic Analysis Seminar Add to calendar Oxford-Man Institute
"The Second Law of Probability: Entropy growth in the central limit process."
The talk will explain how a geometric principle gave rise to a new variational description of information-theoretic entropy and how this led to the solution of a problem dating back to the 50's: whether the the central limit theorem is driven by an analogue of the second law of thermodynamics.