株式会社極東書店トップ ＞ 商品一覧 ＞ Probability, Random Processes, and Statistical Analysis : Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance.
商品詳細
Probability, Random Processes, and Statistical Analysis : Applications to Communications, Signal Processing, Queueing Theory and Mathematical Finance.
・ISBN 978-0-521-89544-6 hard GB£ 78.00
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お気に入り
★★★
電子版あり 大学・学術機関向け電子ブック（eBook）ISBN 978-0-511-97777-0
| 著者・編者 | Kobayashi, Hisashi / Mark, Brian L. / Turin, William, |
|---|---|
| 出版社 | (Cambridge University Press, UK) |
| 出版年月 | 2011 |
| ページ数 | 812 pp. |
| 言語 | ENG |
| ニュース番号 | ＜M25-11705＞ |
解説
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.