TY - BOOK ID - 80817422 TI - Probability, random processes, and statistical analysis AU - Kobayashi, Hisashi AU - Mark, Brian L. AU - Turin, William PY - 2012 SN - 9780511977770 9780521895446 9781139190602 1139190601 0511977778 0521895448 1139179594 1316088375 1283382466 9786613382467 1139189301 1139188003 1139183389 1139185691 9781139179591 9781316088371 9781283382465 6613382469 9781139189309 9781139188005 9781139183383 9781139185691 PB - Cambridge : Cambridge University Press, DB - UniCat KW - Stochastic analysis. KW - Analysis, Stochastic KW - Mathematical analysis KW - Stochastic processes UR - https://www.unicat.be/uniCat?func=search&query=sysid:80817422 AB - 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 Itò‚ 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. ER -