Probability, Random Processes, and Statistical Analysis: Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance (Hardback)
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Short Description for Probability, Random Processes, and Statistical Analysis Covers the fundamental topics together with advanced theories, including the EM algorithm, hidden Markov models, and queueing and loss systems.
- Published: 29 February 2012
- Format: Hardback 812 pages
- ISBN 13: 9780521895446 ISBN 10: 0521895448
- Sales rank: 434,259
Full description for Probability, Random Processes, and Statistical Analysis
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 Ito 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.