INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9780521895446 (hardback)
NATIONAL BIBLIOGRAPHY NUMBER
Country Code
IR
Number
EN-52608
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
COUNTRY OF PUBLICATION OR PRODUCTlON
Country of publication
IR
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Probability, random processes, and statistical analysis
General Material Designation
[Book]
First Statement of Responsibility
/ Hisashi Kobayashi, Brian L. Mark, William Turin
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Cambridge ;New York
Name of Publisher, Distributor, etc.
: Cambridge University Press,
Date of Publication, Distribution, etc.
, 2012.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxxi, 780 p. , ill. , 26 cm.
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Electronic
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references (p. [740]-758) and index.
CONTENTS NOTE
Text of Note
Machine generated contents note: 1. Introduction; Part I. Probability, Random Variables and Statistics: 2. Probability; 3. Discrete random variables; 4. Continuous random variables; 5. Functions of random variables and their distributions; 6. Fundamentals of statistical analysis; 7. Distributions derived from the normal distribution; Part II. Transform Methods, Bounds and Limits: 8. Moment generating function and characteristic function; 9. Generating function and Laplace transform; 10. Inequalities, bounds and large deviation approximation; 11. Convergence of a sequence of random variables, and the limit theorems; Part III. Random Processes: 12. Random process; 13. Spectral representation of random processes and time series; 14. Poisson process, birth-death process, and renewal process; 15. Discrete-time Markov chains; 16. Semi-Markov processes and continuous-time Markov chains; 17. Random walk, Brownian motion, diffusion and it's processes; Part IV. Statistical Inference: 18. Estimation and decision theory; 19. Estimation algorithms; Part V. Applications and Advanced Topics: 20. Hidden Markov models and applications; 21. Probabilistic models in machine learning; 22. Filtering and prediction of random processes; 23. Queuing and loss models.
Text of Note
"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 not covered in other textbooks. Advanced topics include: - Bayesian inference and conjugate priors - Chernoff bound and large deviation approximation - Principal component analysis and singular value decomposition - Autoregressive moving average (ARMA) time series - Maximum likelihood estimation and the EM algorithm - Brownian motion, geometric Brownian motion, and Ito process - Black-Scholes differential equation for option pricing"--Provided by publisher.
Text of Note
"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 It's 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"--Provided by publisher.
TOPICAL NAME USED AS SUBJECT
Stochastic analysis
LIBRARY OF CONGRESS CLASSIFICATION
Class number
E-BOOK
PERSONAL NAME - PRIMARY RESPONSIBILITY
Kobayashi, Hisashi.
PERSONAL NAME - SECONDARY RESPONSIBILITY
Mark, Brian L.(Brian Lai-bue),1969-
Turin, William
ORIGINATING SOURCE
Country
ایران
ELECTRONIC LOCATION AND ACCESS
Host name
9780521895446.pdf
Access number
عادی
Compression information
عادی
Date and Hour of Consultation and Access
9780521895446.pdf
Electronic Format Type
متن
old catalog
e
BL
1
a
Y
