Probability, random processes, and statistical analysis
(eBook)
Author
Published
Cambridge ; New York : Cambridge University Press, 2012.
Physical Desc
xxxi, 780 pages
Status
More Details
Format
eBook
Language
English
Notes
Bibliography
Includes bibliographical references and index.
Description
"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 It's 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"--,Provided by publisher.
Reproduction
Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
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Citations
APA Citation, 7th Edition (style guide)
Kobayashi, H., Mark, B. L. 1., & Turin, W. (2012). Probability, random processes, and statistical analysis . Cambridge University Press.
Chicago / Turabian - Author Date Citation, 17th Edition (style guide)Kobayashi, Hisashi, Brian L. 1969- Mark and William. Turin. 2012. Probability, Random Processes, and Statistical Analysis. Cambridge University Press.
Chicago / Turabian - Humanities (Notes and Bibliography) Citation, 17th Edition (style guide)Kobayashi, Hisashi, Brian L. 1969- Mark and William. Turin. Probability, Random Processes, and Statistical Analysis Cambridge University Press, 2012.
MLA Citation, 9th Edition (style guide)Kobayashi, Hisashi., Brian L. 1969- Mark, and William Turin. Probability, Random Processes, and Statistical Analysis Cambridge University Press, 2012.
Note! Citations contain only title, author, edition, publisher, and year published. Citations should be used as a guideline and should be double checked for accuracy. Citation formats are based on standards as of August 2021.
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Grouped Work ID
6eb380a4-0fdc-293d-ef48-275fd9f61c7b-eng
Grouping Information
| Grouped Work ID | 6eb380a4-0fdc-293d-ef48-275fd9f61c7b-eng |
|---|---|
| Full title | probability random processes and statistical analysis |
| Author | kobayashi hisashi |
| Grouping Category | book |
| Last Update | 2022-06-07 21:23:19PM |
| Last Indexed | 2024-04-17 03:57:19AM |
Book Cover Information
| Image Source | google_title_author |
|---|---|
| First Loaded | Jan 31, 2022 |
| Last Used | Jan 31, 2022 |
Marc Record
| First Detected | Aug 09, 2021 01:37:44 PM |
|---|---|
| Last File Modification Time | Nov 22, 2021 09:37:06 AM |
MARC Record
| LEADER | 04170nam a2200445 a 4500 | ||
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| 010 | |z 2011041741 | ||
| 020 | |z 9780521895446 (hardback) | ||
| 020 | |z 9781139185691 (e-book) | ||
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| 040 | |a MiAaPQ|c MiAaPQ|d MiAaPQ | ||
| 050 | 4 | |a QA274.2|b .K63 2012 | |
| 082 | 0 | 4 | |a 519.2/2|2 23 |
| 100 | 1 | |a Kobayashi, Hisashi. | |
| 245 | 1 | 0 | |a Probability, random processes, and statistical analysis|h [eBook] /|c Hisashi Kobayashi, Brian L. Mark, William Turin. |
| 260 | |a Cambridge ;|a New York :|b Cambridge University Press,|c 2012. | ||
| 300 | |a xxxi, 780 p. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 8 | |a Machine generated contents note: 1. Introduction; Part I. Probability, Random Variables and Statistics: 2. Probability; 3. Discrete random variables; 4. Continuous random variables; 5. Functions of random variables and their distributions; 6. Fundamentals of statistical analysis; 7. Distributions derived from the normal distribution; Part II. Transform Methods, Bounds and Limits: 8. Moment generating function and characteristic function; 9. Generating function and Laplace transform; 10. Inequalities, bounds and large deviation approximation; 11. Convergence of a sequence of random variables, and the limit theorems; Part III. Random Processes: 12. Random process; 13. Spectral representation of random processes and time series; 14. Poisson process, birth-death process, and renewal process; 15. Discrete-time Markov chains; 16. Semi-Markov processes and continuous-time Markov chains; 17. Random walk, Brownian motion, diffusion and it's processes; Part IV. Statistical Inference: 18. Estimation and decision theory; 19. Estimation algorithms; Part V. Applications and Advanced Topics: 20. Hidden Markov models and applications; 21. Probabilistic models in machine learning; 22. Filtering and prediction of random processes; 23. Queuing and loss models. | |
| 520 | |a "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 It's 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"--|c Provided by publisher. | ||
| 533 | |a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. | ||
| 650 | 0 | |a Stochastic analysis. | |
| 655 | 4 | |a Electronic books. | |
| 700 | 1 | |a Mark, Brian L.|q (Brian Lai-bue),|d 1969- | |
| 700 | 1 | |a Turin, William. | |
| 710 | 2 | |a ProQuest (Firm) | |
| 856 | 4 | 0 | |u http://ebookcentral.proquest.com/lib/yavapai-ebooks/detail.action?docID=807304|x Yavapai College|y Yavapai College users click here to access |
| 856 | 4 | 0 | |u http://ebookcentral.proquest.com/lib/prescottcollege-ebooks/detail.action?docID=807304|x Prescott College|y Prescott College users click here to access |
| 856 | 4 | 0 | |u http://ebookcentral.proquest.com/lib/yln-ebooks/detail.action?docID=807304|x Yavapai Library Network|y All other users click here to access |
| 945 | |a E-Book | ||
