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Probability, Random Processes, and Statistical Analysis

Name: Probability, Random Processes, and Statistical Analysis
Brand: Cambridge University Press
SKU: 04354102
Price: 108.19 EUR
Availability: InStock
Author: Hisashi Kobayashi
ISBN: 9780521895446

Hisashi Kobayashi

Lingua

Inglese

Libro Rigido

Codice Libristo: 04354102

Casa editrice Cambridge University Press, dicembre 2011

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

Codice Libristo: 04354102

265 b

108.19 €

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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.