登入
選單
返回
Google圖書搜尋
Probability, Random Processes, and Statistical Analysis
Hisashi Kobayashi
Brian L. Mark
William Turin
其他書名
Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance
出版
Cambridge University Press
, 2011-12-15
主題
Technology & Engineering / Signals & Signal Processing
Mathematics / General
Mathematics / Probability & Statistics / General
Technology & Engineering / Telecommunications
Technology & Engineering / Electronics / General
ISBN
0521895448
9780521895446
URL
http://books.google.com.hk/books?id=lhUOngEACAAJ&hl=&source=gbs_api
註釋
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: