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Elements of Information Theory Second Edition Solutions to Problems Thomas M. Cover Joy A. Thomas October 17, 2006
1 COPYRIGHT 2006 Thomas Cover Joy Thomas All rights reserved
2
Contents 1 Introduction 2 Entropy, Relative Entropy and Mutual Information 3 The Asymptotic Equipartition Property 4 Entropy Rates of a Stochastic Process 5 Data Compression 6 Gambling and Data Compression 7 Channel Capacity 8 Dierential Entropy 9 Gaussian channel 10 Rate Distortion Theory 11 Information Theory and Statistics 12 Maximum Entropy 13 Universal Source Coding 14 Kolmogorov Complexity 15 Network Information Theory 16 Information Theory and Portfolio Theory 17 Inequalities in Information Theory 3 7 9 49 61 97 139 163 203 217 241 273 301 309 321 331 377 391
4 CONTENTS
Preface Here we have the solutions to all the problems in the second edition of Elements of Information Theory. First a word about how the problems and solutions were generated. The problems arose over the many years the authors taught this course. At rst the homework problems and exam problems were generated each week. After a few years of this double duty, the homework problems were rolled forward from previous years and only the exam problems were fresh. So each year, the midterm and nal exam problems became candidates for addition to the body of homework problems that you see in the text. The exam problems are necessarily brief, with a point, and reasonable free from time consuming calculation, so the problems in the text for the most part share these properties. The solutions to the problems were generated by the teaching assistants and graders for the weekly homework assignments and handed back with the graded homeworks in the class immediately following the date the assignment was due. Homeworks were optional and did not enter into the course grade. Nonetheless most students did the homework. A list of the many students who contributed to the solutions is given in the book acknowledgment. In particular, we would like to thank Laura Ekroot, Will Equitz, Don Kimber, Mitchell Trott, Andrew Nobel, Jim Roche, Vittorio Castelli, Mitchell Oslick, Chien-Wen Tseng, Michael Mor- rell, Marc Goldberg, George Gemelos, Navid Hassanpour, Young-Han Kim, Charles Mathis, Styrmir Sigurjonsson, Jon Yard, Michael Baer, Mung Chiang, Suhas Diggavi, Elza Erkip, Paul Fahn, Garud Iyengar, David Julian, Yiannis Kontoyiannis, Amos Lapidoth, Erik Or- dentlich, Sandeep Pombra, Arak Sutivong, Josh Sweetkind-Singer and Assaf Zeevi. We would like to thank Prof. John Gill and Prof. Abbas El Gamal for many interesting problems and solutions. The solutions therefore show a wide range of personalities and styles, although some of them have been smoothed out over the years by the authors. The best way to look at the solutions is that they oer more than you need to solve the problems. And the solutions in some cases may be awkward or inecient. We view that as a plus. An instructor can see the extent of the problem by examining the solution but can still improve his or her own version. The solution manual comes to some 400 pages. We are making electronic copies available to course instructors in PDF. We hope that all the solutions are not put up on an insecure website|it will not be useful to use the problems in the book for homeworks and exams if the solutions can be obtained immediately with a quick Google search. Instead, we will put up a small selected subset of problem solutions on our website, http://www.elementsonformationtheory.com, available to all. These will be problems that have particularly elegant or long solutions that would not be suitable homework or exam problems. 5
6 CONTENTS We have also seen some people trying to sell the solutions manual on Amazon or Ebay. Please note that the Solutions Manual for Elements of Information Theory is copyrighted and any sale or distribution without the permission of the authors is not permitted. We would appreciate any comments, suggestions and corrections to this solutions manual. Tom Cover Durand 121, Information Systems Lab Stanford University Stanford, CA 94305. Ph. 650-723-4505 FAX: 650-723-8473 Joy Thomas Stratify 701 N Shoreline Avenue Mountain View, CA 94043. Ph. 650-210-2722 FAX: 650-988-2159 Email: cover@stanford.edu Email: joythomas@stanfordalumni.org
Chapter 1 Introduction 7
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