 
Category: Science & Geography
The author of the book: Hisashi Kobayashi
ISBN13: 9780511977770
Edition: Cambridge University Press (Virtual Publishing)
Date of issue: 5 June 2012
Format files: PDF, EPUB, TXT, DOCX
The size of the: 18.28 MB
Language: English

Description of the book "Probability, Random Processes, and Statistical Analysis: Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance":
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, maximumlikelihood estimation and the expectationmaximization (EM) algorithm, geometric Brownian motion and Ito process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and BaumWelch 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 PDF 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.
Hisashi Kobayashi
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