Probability, Random Processes, and Statistical Analysis

Probability, Random Processes, and Statistical Analysis
Author :
Publisher : Cambridge University Press
Total Pages : 813
Release :
ISBN-10 : 9781139502610
ISBN-13 : 1139502611
Rating : 4/5 (611 Downloads)

Book Synopsis Probability, Random Processes, and Statistical Analysis by : Hisashi Kobayashi

Download or read book Probability, Random Processes, and Statistical Analysis written by Hisashi Kobayashi and published by Cambridge University Press. This book was released on 2011-12-15 with total page 813 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Probability, Random Processes, and Statistical Analysis Related Books

Probability, Random Processes, and Statistical Analysis
Language: en
Pages: 813
Authors: Hisashi Kobayashi
Categories: Technology & Engineering
Type: BOOK - Published: 2011-12-15 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics an
Introduction to Probability, Statistics, and Random Processes
Language: en
Pages: 746
Authors: Hossein Pishro-Nik
Categories: Probabilities
Type: BOOK - Published: 2014-08-15 - Publisher:

DOWNLOAD EBOOK

The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variabl
Probability, Statistics, and Stochastic Processes
Language: en
Pages: 573
Authors: Peter Olofsson
Categories: Mathematics
Type: BOOK - Published: 2012-05-22 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ."
Probability Theory, Random Processes and Mathematical Statistics
Language: en
Pages: 280
Authors: I︠U︡riĭ Anatolʹevich Rozanov
Categories: Mathematics
Type: BOOK - Published: 1995-10-31 - Publisher: Springer

DOWNLOAD EBOOK

The second part (Chapters 4-6) provides a foundation of stochastic analysis, gives information on basic models of random processes and tools to study them. Here
Statistics of Random Processes II
Language: en
Pages: 428
Authors: Robert Shevilevich Lipt︠s︡er
Categories: Mathematics
Type: BOOK - Published: 2001 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various as