Probability, random processes, and statistical analysis / (Record no. 18840)

MARC details
000 -LEADER
fixed length control field 04078cam a2200313 a 4500
001 - CONTROL NUMBER
control field 16990442
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20150106121624.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 111005s2012 xxkd frb 001 0 eng d
010 ## - LIBRARY OF CONGRESS CONTROL NUMBER
LC control number 2011041741
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780521895446 (hardback)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0521895448 (hardback)
040 ## - CATALOGING SOURCE
Original cataloging agency DLC
Language of cataloging eng
Transcribing agency DLC
Modifying agency BTCTA
-- YDXCP
-- UKMGB
-- CDX
-- BDX
-- BWX
-- C#P
-- AU@
-- PUL
-- DLC
-- EG-ScBUE
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.22
Edition number 22
Item number KOB
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Kobayashi, Hisashi
9 (RLIN) 3760
245 10 - TITLE STATEMENT
Statement of responsibility, etc Hisashi Kobayashi, Brian L. Mark, William Turin.
Title Probability, random processes, and statistical analysis /
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Cambridge, United Kingdom ;
-- New York, United States :
Name of publisher, distributor, etc Cambridge University Press,
Date of publication, distribution, etc 2012.
300 ## - PHYSICAL DESCRIPTION
Extent xxxi, 780 p. :
Other physical details charts ;
Dimensions 26 cm.
500 ## - GENERAL NOTE
General note Index : p. 759-780.
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Bibliography : p. [740]-758.
505 8# - FORMATTED CONTENTS NOTE
Formatted contents note Machine generated contents note : 1. Introduction ; Part I. Probability, Random Variables and Statistics : 2. Probability ; 3. Discrete random variables ; 4. Continuous random variables ; 5. Functions of random variables and their distributions ; 6. Fundamentals of statistical analysis ; 7. Distributions derived from the normal distribution ; Part II. Transform Methods, Bounds and Limits : 8. Moment generating function and characteristic function ; 9. Generating function and Laplace transform ; 10. Inequalities, bounds and large deviation approximation ; 11. Convergence of a sequence of random variables, and the limit theorems ; Part III. Random Processes : 12. Random process ; 13. Spectral representation of random processes and time series ; 14. Poisson process, birth-death process, and renewal process ; 15. Discrete-time Markov chains ; 16. Semi-Markov processes and continuous-time Markov chains ; 17. Random walk, Brownian motion, diffusion and it's processes ; Part IV. Statistical Inference : 18. Estimation and decision theory ; 19. Estimation algorithms ; Part V. Applications and Advanced Topics : 20. Hidden Markov models and applications ; 21. Probabilistic models in machine learning ; 22. Filtering and prediction of random processes ; 23. Queuing and loss models.
520 ## - SUMMARY, ETC.
Summary, etc "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"-
520 ## - SUMMARY, ETC.
Summary, etc "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"-
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stochastic analysis
9 (RLIN) 37068
653 ## - INDEX TERM--UNCONTROLLED
Resource For college Engineering, Electrical
Arrived date list January2015
655 ## - INDEX TERM--GENRE/FORM
Form subdivision Reading book
-- 34232
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Mark, Brian L.
Fuller form of name (Brian Lai-bue),
Dates associated with a name 1969-
9 (RLIN) 3764
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Turin, William
9 (RLIN) 37070
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Call number prefix 519.22 KOB
952 ## - LOCATION AND ITEM INFORMATION (KOHA)
-- 2015-01-06
Holdings
Withdrawn status Item status Source of classification or shelving scheme Damaged status Not for loan Vendor Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Serial Enumeration / chronology Total Checkouts Total Renewals Full call number Barcode Date last seen Date last borrowed Cost, replacement price Koha item type
    Dewey Decimal Classification     Baccah Central Library Central Library First floor 06/01/2015 Purchase 477.00 21291 1 3 519.22 KOB 000037258 12/02/2024 20/05/2023 596.00 Book - Borrowing