Probability, Random Processes, and Statistical . Kobayashi, Mark, Turin<|

Probability, Random Processes, and Statistical AnalysisApplications to Communications, Signal Processing, Queueing Theory and Mathematical Finance\nAuthor(s): Hisashi Kobayashi, Brian L. Mark, William Turin\nFormat: Hardback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9780521895446, 978-0521895446\nSynopsis\nTogether 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 process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and BaumWelch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks .