Probability, random processes, and statistical analysis

Description

"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"-- "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"--

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Other Editions

• Probability, random processes, and statistical analysisCambridge University Press2011-01-01
• Probability, Random Processes, and Statistical AnalysisCambridge University Press2011-01-01
• Probability, Random Processes, and Statistical AnalysisCambridge University Press2011-01-01
• Probability, Random Processes, and Statistical AnalysisCambridge University Press2012-01-01
• Probability, Random Processes, and Statistical AnalysisCambridge University Press2012-01-01
• Probability, Random Processes, and Statistical AnalysisCambridge University Press2012-01-01