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Probability, Random Processes, and Statistical Analysis: Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance By Hisashi Kobayashi, Brian L. Mark, William Turin


作者: Random Processes, Statistical Analysis, Signal Processing, Queueing Theory, Mathematical Finance By, Hisashi Kobayashi, Brian

日期: 01.01.2011

ISBN: 0521895448

页数: 812

出版社: C=-U[Pre] 2012

标签: 数学



The poster (email) is not available. 收藏推荐: Bookmark this: Probability Random Processes and Statistical Analysis Applications to Communications Signal Processing Queueing Theory and Mathematical Finance By Hisashi Kobayashi Brian L Mark William Turin

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Probability Random Processes and Statistical Analysis Applications to Communications Signal Processing Queueing Theory and Mathematical Finance By Hisashi Kobayashi Brian L Mark William Turin


Probability, Random Processes, and Statistical Analysis: Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance By Hisashi Kobayashi, Brian L. Mark, William Turin

PUBLISHER: C=-U[PRE] 2012 | 812 PAGES | ISBN: 0521895448 | PDF |3.47 MB



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.



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"Probability, Random Processes, and Statistical Analysis: Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance By Hisashi Kobayashi, Brian L. Mark, William Turin" 相关链接:

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