Probability, Random Processes, and Statistical Analysis

Language: English

Published by Cambridge University Press, GB, 2011

0521895448 / 9780521895446

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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.…

Seller Inventory # LU-9780521895446

Title
Probability, Random Processes, and Statistical Analysis
Author
Hisashi Kobayashi, Brian L. Mark, William Turin
Publisher
Cambridge University Press, GB
Publication year
2011
Condition
New
Binding
Hardback
Language
English
ISBN 10
0521895448
ISBN 13
9780521895446
Item weight
1,700 grams

Rarewaves.com USA

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