Probability Random Processes And Statistical Analysis
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Probability Random Processes And Statistical Analysis
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Author : Hisashi Kobayashi
language : en
Publisher: Cambridge University Press
Release Date : 2011-12-15
Probability Random Processes And Statistical Analysis written by Hisashi Kobayashi and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-12-15 with Technology & Engineering categories.
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 Itô 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.
Introduction To Probability Statistics And Random Processes
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Author : Hossein Pishro-Nik
language : en
Publisher:
Release Date : 2014-08-15
Introduction To Probability Statistics And Random Processes written by Hossein Pishro-Nik and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-08-15 with Probabilities categories.
The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.
Statistics Of Random Processes Ii
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Author : Robert Shevilevich Lipt︠s︡er
language : en
Publisher: Springer Science & Business Media
Release Date : 2001
Statistics Of Random Processes Ii written by Robert Shevilevich Lipt︠s︡er and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Mathematics categories.
"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW
Probability And Random Processes
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Author : Scott Miller
language : en
Publisher: Academic Press
Release Date : 2012-01-11
Probability And Random Processes written by Scott Miller and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-01-11 with Mathematics categories.
Miller and Childers have focused on creating a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. * Exceptional exposition and numerous worked out problems make the book extremely readable and accessible * The authors connect the applications discussed in class to the textbook * The new edition contains more real world signal processing and communications applications * Includes an entire chapter devoted to simulation techniques.
Random Processes For Engineers
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Author : Bruce Hajek
language : en
Publisher: Cambridge University Press
Release Date : 2015-03-12
Random Processes For Engineers written by Bruce Hajek and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2015-03-12 with Computers categories.
An engaging introduction to the critical tools needed to design and evaluate engineering systems operating in uncertain environments.
Fundamentals Of Applied Probability And Random Processes
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Author : Oliver Ibe
language : en
Publisher: Elsevier
Release Date : 2005-10-19
Fundamentals Of Applied Probability And Random Processes written by Oliver Ibe and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-10-19 with Mathematics categories.
This book is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. * Good and solid introduction to probability theory and stochastic processes * Logically organized; writing is presented in a clear manner * Choice of topics is comprehensive within the area of probability * Ample homework problems are organized into chapter sections
Probability Statistics And Stochastic Processes
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Author : Peter Olofsson
language : en
Publisher: John Wiley & Sons
Release Date : 2012-05-22
Probability Statistics And Stochastic Processes written by Peter Olofsson and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-05-22 with Mathematics categories.
Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.
Theory Of Probability And Random Processes
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Author : Leonid Koralov
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-08-10
Theory Of Probability And Random Processes written by Leonid Koralov and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-08-10 with Mathematics categories.
A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.
Probability And Random Processes
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Author : Venkatarama Krishnan
language : en
Publisher: John Wiley & Sons
Release Date : 2006-06-27
Probability And Random Processes written by Venkatarama Krishnan and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-06-27 with Mathematics categories.
A resource for probability AND random processes, with hundreds ofworked examples and probability and Fourier transform tables This survival guide in probability and random processes eliminatesthe need to pore through several resources to find a certainformula or table. It offers a compendium of most distributionfunctions used by communication engineers, queuing theoryspecialists, signal processing engineers, biomedical engineers,physicists, and students. Key topics covered include: * Random variables and most of their frequently used discrete andcontinuous probability distribution functions * Moments, transformations, and convergences of randomvariables * Characteristic, generating, and moment-generating functions * Computer generation of random variates * Estimation theory and the associated orthogonalityprinciple * Linear vector spaces and matrix theory with vector and matrixdifferentiation concepts * Vector random variables * Random processes and stationarity concepts * Extensive classification of random processes * Random processes through linear systems and the associated Wienerand Kalman filters * Application of probability in single photon emission tomography(SPECT) More than 400 figures drawn to scale assist readers inunderstanding and applying theory. Many of these figures accompanythe more than 300 examples given to help readers visualize how tosolve the problem at hand. In many instances, worked examples aresolved with more than one approach to illustrate how differentprobability methodologies can work for the same problem. Several probability tables with accuracy up to nine decimal placesare provided in the appendices for quick reference. A specialfeature is the graphical presentation of the commonly occurringFourier transforms, where both time and frequency functions aredrawn to scale. This book is of particular value to undergraduate and graduatestudents in electrical, computer, and civil engineering, as well asstudents in physics and applied mathematics. Engineers, computerscientists, biostatisticians, and researchers in communicationswill also benefit from having a single resource to address mostissues in probability and random processes.
A Modern Introduction To Probability And Statistics
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Author : F.M. Dekking
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-03-30
A Modern Introduction To Probability And Statistics written by F.M. Dekking and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-03-30 with Mathematics categories.
Many current texts in the area are just cookbooks and, as a result, students do not know why they perform the methods they are taught, or why the methods work. The strength of this book is that it readdresses these shortcomings; by using examples, often from real life and using real data, the authors show how the fundamentals of probabilistic and statistical theories arise intuitively. A Modern Introduction to Probability and Statistics has numerous quick exercises to give direct feedback to students. In addition there are over 350 exercises, half of which have answers, of which half have full solutions. A website gives access to the data files used in the text, and, for instructors, the remaining solutions. The only pre-requisite is a first course in calculus; the text covers standard statistics and probability material, and develops beyond traditional parametric models to the Poisson process, and on to modern methods such as the bootstrap.