Probability, random processes, and statistical analysis
"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: - Bay...
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| Hauptverfasser: | , , |
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| Format: | Buch |
| Sprache: | English |
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Cambridge [u.a.]
Cambridge Univ. Press
2012
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| Ausgabe: | 1. publ. |
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| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV040337320 | ||
| 003 | DE-604 | ||
| 005 | 20140204 | ||
| 007 | t | ||
| 008 | 120726s2012 d||| |||| 00||| eng d | ||
| 020 | |a 9780521895446 |9 978-0-521-89544-6 | ||
| 035 | |a (OCoLC)775124352 | ||
| 035 | |a (DE-599)BVBBV040337320 | ||
| 040 | |a DE-604 |b ger | ||
| 041 | 0 | |a eng | |
| 082 | 0 | |a 519.2 |2 22 | |
| 084 | |a SK 800 |0 (DE-625)143256: |2 rvk | ||
| 100 | 1 | |a Kobayashi, Hisashi |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Probability, random processes, and statistical analysis |c Hisashi Kobayashi ; Brian L. Mark ; William Turin |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Cambridge [u.a.] |b Cambridge Univ. Press |c 2012 | |
| 300 | |a XXXI, 780 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 520 | 1 | |a "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"-- | |
| 520 | 1 | |a "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"-- | |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Statistik |0 (DE-588)4056995-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Wahrscheinlichkeitstheorie |0 (DE-588)4079013-7 |2 gnd |9 rswk-swf |
| 653 | |a Stochastic analysis | ||
| 655 | 7 | |0 (DE-588)4123623-3 |a Lehrbuch |2 gnd-content | |
| 689 | 0 | 0 | |a Wahrscheinlichkeitstheorie |0 (DE-588)4079013-7 |D s |
| 689 | 0 | 1 | |a Statistik |0 (DE-588)4056995-0 |D s |
| 689 | 0 | 2 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Mark, Brian L. |e Verfasser |4 aut | |
| 700 | 1 | |a Turin, William |e Verfasser |4 aut | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-1-139-18569-1 |
| 912 | |a ZDB-38-EBR |a ebook | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-025191642 | ||
Datensatz im Suchindex
| _version_ | 1804149369181569024 |
|---|---|
| any_adam_object | |
| author | Kobayashi, Hisashi Mark, Brian L. Turin, William |
| author_facet | Kobayashi, Hisashi Mark, Brian L. Turin, William |
| author_role | aut aut aut |
| author_sort | Kobayashi, Hisashi |
| author_variant | h k hk b l m bl blm w t wt |
| building | Verbundindex |
| bvnumber | BV040337320 |
| classification_rvk | SK 800 |
| collection | ZDB-38-EBR ebook |
| ctrlnum | (OCoLC)775124352 (DE-599)BVBBV040337320 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 1. publ. |
| format | Book |
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| genre | (DE-588)4123623-3 Lehrbuch gnd-content |
| genre_facet | Lehrbuch |
| id | DE-604.BV040337320 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T00:21:56Z |
| institution | BVB |
| isbn | 9780521895446 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-025191642 |
| oclc_num | 775124352 |
| open_access_boolean | |
| physical | XXXI, 780 S. graph. Darst. |
| psigel | ZDB-38-EBR ebook |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Cambridge Univ. Press |
| record_format | marc |
| spelling | Kobayashi, Hisashi Verfasser aut Probability, random processes, and statistical analysis Hisashi Kobayashi ; Brian L. Mark ; William Turin 1. publ. Cambridge [u.a.] Cambridge Univ. Press 2012 XXXI, 780 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index "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"-- "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"-- Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd rswk-swf Stochastic analysis (DE-588)4123623-3 Lehrbuch gnd-content Wahrscheinlichkeitstheorie (DE-588)4079013-7 s Statistik (DE-588)4056995-0 s Stochastischer Prozess (DE-588)4057630-9 s DE-604 Mark, Brian L. Verfasser aut Turin, William Verfasser aut Erscheint auch als Online-Ausgabe 978-1-139-18569-1 |
| spellingShingle | Kobayashi, Hisashi Mark, Brian L. Turin, William Probability, random processes, and statistical analysis Stochastischer Prozess (DE-588)4057630-9 gnd Statistik (DE-588)4056995-0 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4056995-0 (DE-588)4079013-7 (DE-588)4123623-3 |
| title | Probability, random processes, and statistical analysis |
| title_auth | Probability, random processes, and statistical analysis |
| title_exact_search | Probability, random processes, and statistical analysis |
| title_full | Probability, random processes, and statistical analysis Hisashi Kobayashi ; Brian L. Mark ; William Turin |
| title_fullStr | Probability, random processes, and statistical analysis Hisashi Kobayashi ; Brian L. Mark ; William Turin |
| title_full_unstemmed | Probability, random processes, and statistical analysis Hisashi Kobayashi ; Brian L. Mark ; William Turin |
| title_short | Probability, random processes, and statistical analysis |
| title_sort | probability random processes and statistical analysis |
| topic | Stochastischer Prozess (DE-588)4057630-9 gnd Statistik (DE-588)4056995-0 gnd Wahrscheinlichkeitstheorie (DE-588)4079013-7 gnd |
| topic_facet | Stochastischer Prozess Statistik Wahrscheinlichkeitstheorie Lehrbuch |
| work_keys_str_mv | AT kobayashihisashi probabilityrandomprocessesandstatisticalanalysis AT markbrianl probabilityrandomprocessesandstatisticalanalysis AT turinwilliam probabilityrandomprocessesandstatisticalanalysis |