Lecture: Entropy and its many Avatars
Srinivasa S. R. Varadhan
The concept of Entropy was first introduced by Clausius in his study of the relationship between mechanical energy and heat. It was given a mathematical definition by Boltzmann in his formulation of statistical mechanics. It has since appeared as an indispensable tool in dynamical systems, communication theory, probability theory and statistics. We will explore these concepts and their interrelationships.