عنوان

Probability, random processes, and statistical analysis

شابک

9780521895446 (hardback)

کد کشور

IR

شماره

EN-52608

زبان متن نوشتاري يا گفتاري و مانند آن

انگلیسی

کشور محل نشر

IR

عنوان اصلي

Probability, random processes, and statistical analysis

نام عام مواد

[Book]

نام نخستين پديدآور

/ Hisashi Kobayashi, Brian L. Mark, William Turin

محل نشرو پخش و غیره

Cambridge ;New York

نام ناشر، پخش کننده و غيره

: Cambridge University Press,

تاریخ نشرو بخش و غیره

, 2012.

نام خاص و کميت اثر

xxxi, 780 p. , ill. , 26 cm.

متن يادداشت

Electronic

متن يادداشت

Includes bibliographical references (p. [740]-758) and index.

متن يادداشت

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.

متن يادداشت

"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.

متن يادداشت

"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.

موضوع مستند نشده

Stochastic analysis

شماره رده

مستند نام اشخاص تاييد نشده

Kobayashi, Hisashi.

مستند نام اشخاص تاييد نشده

Mark, Brian L.(Brian Lai-bue),1969-

مستند نام اشخاص تاييد نشده

Turin, William

کشور

ایران

نام ميزبان

9780521895446.pdf

شماره دسترسي

عادی

اطلاعات مختصر

عادی

تاريخ و ساعت مذاکره و دسترسي

9780521895446.pdf

نوع فرمت الکترونيکي

متن

وضعیت فهرست نویسی

old catalog

فرمت انتشار

e

نوع ماده

BL

پیشوند ISBD اعمال شده است

1

سطح دسترسي

a

تكميل شده

Y