Probability, Random Processes, and Statistical Analysis: Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance

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9780521895446: 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, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô 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:

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Book Description:

Together with the fundamental topics, this book covers advanced theories and engineering applications, including the EM algorithm, hidden Markov models, and queueing and loss systems. A solutions manual, lecture slides and MATLAB programs all available online make this ideal for classroom teaching as well as a valuable reference for professionals.

About the Author:

Hisashi Kobayashi is the Sherman Fairchild University Professor Emeritus at Princeton University, where he was previously Dean of the School of Engineering and Applied Science. He also spent 15 years at the IBM Research Center, Yorktown Heights, NY, and was the Founding Director of the IBM Tokyo Research Laboratory. He is an IEEE Life Fellow, an IEICE Fellow, was elected to the Engineering Academy of Japan (1992) and received the 2005 Eduard Rhein Technology Award.

Brian L. Mark is a Professor in the Department of Electrical and Computer Engineering at George Mason University. Prior to this, he was a Research Staff Member at the NEC C&C Research Laboratories in Princeton, New Jersey and in 2002 he received a National Science Foundation CAREER award.

William Turin is currently a Consultant at AT&T Labs Research. As a Member of Technical Staff at AT&T Bell Laboratories and later a Technology Consultant at AT&T Labs Research for 21 years, he developed methods for qualifying the performance of communication systems. He is the author of six books and numerous papers.

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Kobayashi, Hisashi; Mark, Brian L.; Turin, William
Editorial: Cambridge University Press
ISBN 10: 0521895448 ISBN 13: 9780521895446
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Descripción Cambridge University Press. Hardcover. Estado de conservación: New. 0521895448 New Condition. Nº de ref. de la librería NEW6.0284928

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Hisashi Kobayashi, Brian L. Mark, William Turin
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2012)
ISBN 10: 0521895448 ISBN 13: 9780521895446
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2012. Hardback. Estado de conservación: New. Language: English . Brand New Book. 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. Nº de ref. de la librería AAA9780521895446

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Descripción 2011. HRD. Estado de conservación: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería IB-9780521895446

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Descripción 2011. HRD. Estado de conservación: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Nº de ref. de la librería VM-9780521895446

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Hisashi Kobayashi, Brian L. Mark, William Turin
Editorial: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2012)
ISBN 10: 0521895448 ISBN 13: 9780521895446
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The Book Depository US
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Descripción CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2012. Hardback. Estado de conservación: New. Language: English . Brand New Book. 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. Nº de ref. de la librería AAA9780521895446

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Kobayashi, Hisashi/ Mark, Brian L./ Turin, William
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Descripción Cambridge Univ Pr, 2011. Hardcover. Estado de conservación: Brand New. 780 pages. 9.50x7.00x1.25 inches. In Stock. Nº de ref. de la librería __0521895448

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HISASHI KOBAYASHI , BRIAN L. MARK , WILLIAM TURIN
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Descripción 2011. Hardback. Estado de conservación: NEW. 9780521895446 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Nº de ref. de la librería HTANDREE0502349

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Descripción Cambridge University Press. Estado de conservación: Brand New. Ships from USA. FREE domestic shipping. Nº de ref. de la librería 0521895448

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Hisashi Kobayashi; Brian L. Mark; William Turin
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Descripción Cambridge University Press, 2012. Hardcover. Estado de conservación: New. book. Nº de ref. de la librería 0521895448

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Descripción Cambridge University Press, 2011. HRD. Estado de conservación: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Nº de ref. de la librería FM-9780521895446

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