Mathematics Colloquium

The Second Law of Probability: Entropy Growth in the Central Limit Theorem.

Speaker: Keith Ball, University College London

Location: Warren Weaver Hall 1302

Date: Monday, April 13, 2009, 3:45 p.m.

Synopsis:

The talk will explain how a geometric principle gave rise to a new variational description of the probabilistic entropy, which among other things solved the long-standing question of whether entropy increases along the central limit process.