Probability, Random Processes, and Statistical Analysis

Name: Probability, Random Processes, and Statistical Analysis
Brand: Cambridge University Press
SKU: 9780521895446
Price: 558.54 RON
Availability: InStock

Autor: Hisashi Kobayashi

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Legare: Copertă tare

Editura: Cambridge University Press

Disponibilitate: În depozitul extern

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558.54 lei

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

Informații despre carte

Autor

Hisashi Kobayashi

Limbă

engleză

Legare

Carte - Copertă tare

Publicat

2011

Pagini

812

EAN

9780521895446

ISBN

0521895448

Enbook ID

04354102

Editura

Cambridge University Press

Greutate

1714

Dimensiuni

253 x 180 x 43

Descriere completă

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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