Probability, random processes, and statistical analysis / (Record no. 18840)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 04277cam a2200337 i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 16990442 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | EG-ScBUE |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20241107155644.0 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 111005s2012 enkd f b 001 0 eng d |
| 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 |
| Description conventions | rda |
| 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, |
| Relator term | author. |
| 9 (RLIN) | 3760 |
| 245 10 - TITLE STATEMENT | |
| Title | Probability, random processes, and statistical analysis / |
| Statement of responsibility, etc | Hisashi Kobayashi, Princeton University, Brian L. Mark, George Mason University, William Turin, At&T Labs Research. |
| 264 ## - 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 pages : |
| Other physical details | charts ; |
| Dimensions | 26 cm |
| 336 ## - CONTENT TYPE | |
| Source | rdacontent |
| Content type term | text |
| Content type code | txt |
| 337 ## - MEDIA TYPE | |
| Media type term | unmediated |
| Source | rdamedia |
| Media type code | n |
| 338 ## - CARRIER TYPE | |
| Carrier type term | volume |
| Carrier type code | nc |
| Source | rdacarrier |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE | |
| Bibliography, etc | Includes bibliographical references and index.<br/> |
| 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 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Stochastic analysis. |
| Source of heading or term | BUEsh |
| 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 |
| 9 (RLIN) | 34232 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Mark, Brian L. |
| Fuller form of name | (Brian Lai-bue), |
| Dates associated with a name | 1969- |
| Relator term | author. |
| 9 (RLIN) | 3764 |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Turin, William, |
| Relator term | author. |
| 9 (RLIN) | 37070 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Dewey Decimal Classification |
| Koha item type | Book - Borrowing |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Collection code | 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 checked out | Cost, replacement price | Price effective from | 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 | 15/07/2025 | 20/05/2023 | 596.00 | 06/01/2015 | Book - Borrowing |