Name: probability, random processes, and statistical analysis (en Inglés)
Price: 131.98 USD
Availability: InStock
Author: Kobayashi, Hisashi ; Mark, Brian L. ; Turin, William
ISBN: 9780521895446

portada probability, random processes, and statistical analysis (en Inglés)

probability, random processes, and statistical analysis (en Inglés)

Formato

Libro Físico

Autor

Hisashi Kobayashi

Brian L. Mark

William Turin

Editorial

Cambridge University Press

Idioma

Inglés

Encuadernación

Tapa Dura

Dimensiones

24.6 x 17.5 x 4.8 cm

Peso

1.38 kg.

ISBN

0521895448

ISBN13

9780521895446

Categorías

Inferencia bayesiana

probability, random processes, and statistical analysis (en Inglés)

Hisashi Kobayashi (Autor) · Brian L. Mark (Autor) · William Turin (Autor) · Cambridge University Press · Tapa Dura

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Reseña del libro "probability, random processes, and statistical analysis (en Inglés)"

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, queueing and loss networks, and 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. Professor Hisashi Kobayashi discusses the book: