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Probability, Random Processes, and Statistical Analysis

Language EnglishEnglish
Book Hardback
Book Probability, Random Processes, and Statistical Analysis Hisashi Kobayashi
Libristo code: 04354102
Publishers Cambridge University Press, December 2011
Together with the fundamentals of probability, random processes and statistical analysis, this insig... Full description
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Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum–Welch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks are treated in detail. The book will be useful to students and researchers in such areas as communications, signal processing, networks, machine learning, bioinformatics, econometrics and mathematical finance. With a solutions manual, lecture slides, supplementary materials and MATLAB programs all available online, it is ideal for classroom teaching as well as a valuable reference for professionals.

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About the book

Full name Probability, Random Processes, and Statistical Analysis
Language English
Binding Book - Hardback
Date of issue 2011
Number of pages 812
EAN 9780521895446
ISBN 0521895448
Libristo code 04354102
Weight 1714
Dimensions 253 x 180 x 43
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