Probability, Random Processes, and Statistical Analysis

Name: Probability, Random Processes, and Statistical Analysis
Brand: Cambridge University Press
SKU: 9780521895446
Price: 96.64 EUR
Availability: InStock

Autor: Hisashi Kobayashi

Jazyk:

Väzba: Pevná

Vydavateľ: Cambridge University Press

Dostupnosť: Skladom u dodávateľa

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96.64 €

Together with the fundamentals of probability, random processes and statistical analysis, this insig...

Informácie o knihe

Autor

Hisashi Kobayashi

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2011

Stránok

812

EAN

9780521895446

ISBN

0521895448

Enbook ID

04354102

Vydavateľ

Cambridge University Press

Hmotnosť

1714

Rozmery

253 x 180 x 43

Kompletný popis

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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Probability, Random Processes, and Statistical Analysis

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