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Probability, Random Processes, and Statistical Analysis von Kobayashi (eBook)

  • Erschienen: 15.12.2011
  • Verlag: Cambridge University Press
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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 ItaE sA process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and BaumsAeiWelch 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.

Produktinformationen

    Autor: Kobayashi
    Herausgeber: Cambridge University Press
    Sprache: Englisch
    Format: PDF
    Kopierschutz: AdobeDRM
    Unterstützte Lesegerätegruppen: PC/MAC/eReader/Tablet
    ISBN: 9781139180795
    Erschienen: 15.12.2011
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