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Probability, Random Processes, and Statistical Analysis - Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance (Hardcover) Loot Price: R2,341
Discovery Miles 23 410

Probability, Random Processes, and Statistical Analysis - Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance (Hardcover)

Hisashi Kobayashi, Brian L. Mark, William Turin

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Loot Price R2,341 Discovery Miles 23 410 | Repayment Terms: R219 pm x 12*

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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, 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:

General

Imprint: Cambridge UniversityPress
Country of origin: United Kingdom
Release date: December 2011
First published: December 2011
Authors: Hisashi Kobayashi • Brian L. Mark • William Turin
Dimensions: 254 x 178 x 40mm (L x W x T)
Format: Hardcover
Pages: 780
ISBN-13: 978-0-521-89544-6
Categories: Books > Science & Mathematics > Mathematics > Probability & statistics
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LSN: 0-521-89544-8
Barcode: 9780521895446

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