Probability, Random Processes, and Statistical Analysis

Probability, Random Processes, and Statistical Analysis

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Probability, Random Processes, and Statistical Analysis

Probability, Random Processes, and Statistical AnalysisApplications to Communications, Signal Processing, Queueing Theory and Mathematical Finance

by Hisashi Kobayashi; Brian L. Mark; William Turin

Together with the basics of likelihood, arbitrary procedures and measurable investigation, this adroit book likewise exhibits an expansive scope of cutting edge themes and applications. There is broad scope of Bayesian versus frequentist measurements, time arrangement and ghostly representation, imbalances, bound and guess, greatest probability estimation and the desire amplification (EM) calculation, geometric Brownian movement and Itô handle. Applications, for example, concealed Markov models (HMM), the Viterbi, BCJR, and Baum–Welch calculations, calculations for machine learning, Wiener and Kalman channels, and queueing and misfortune systems are dealt with in detail. The book will be valuable to understudies and specialists in such territories as interchanges, flag handling, systems, machine learning, bioinformatics, econometrics and numerical fund. With an arrangements manual, address slides, supplementary materials and MATLAB programs all accessible on the web, it is perfect for classroom educating and also an important reference for experts.

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