Probability, Random Processes, and Statistical Analysis

Name: Probability, Random Processes, and Statistical Analysis
Brand: Cambridge University Press
SKU: 9780521895446
Price: 101.38 EUR
Availability: InStock

Автор: Hisashi Kobayashi

Език:

Корици: С твърди корици

Издател: Cambridge University Press

Наличност: Външен склад

Изпращаме след 9-15 дни

101.38 € 198.29 лв

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

Информация за книгата

Автор

Hisashi Kobayashi

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2011

страници

812

EAN

9780521895446

ISBN

0521895448

Enbook ID

04354102

Издател

Cambridge University Press

Теглоt

1714

Размери

253 x 180 x 43

Пълно описание

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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