Please use this identifier to cite or link to this item: https://lib.hpu.edu.vn/handle/123456789/23369
Title: Probability, Random Processes, and Statistical Analysis: Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance
Authors: Kobayashi, Hisashi
Mark, Brian L.
Turin, William
Keywords: Random processes
Statistical analysis
Signal processing
Issue Date: 2012
Publisher: Cambridge University Press
Abstract: 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 to 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.
URI: https://lib.hpu.edu.vn/handle/123456789/23369
ISBN: 9780521895446
Appears in Collections:Technology

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