\input zb-basic
\input zb-ioport
\iteman{io-port 06002974}
\itemau{Kobayashi, Hisashi; Mark, Brian L.; Turin, William}
\itemti{Probability, random processes, and statistical analysis.}
\itemso{Cambridge: Cambridge University Press (ISBN 978-0-521-89544-6/hbk; 978-1-139-18079-5/ebook). xxxi, 780~p. \sterling~45.00; \$~85.00/hbk; \$~68.00/ebook (2012).}
\itemab
This new book develops a theory of probability and random processes with a view towards statistical applications. The text includes advanced topics such as chapters on Bayesian inference, large deviation bounds, principal component analysis, ARMA models, Brownian motion and the Black-Scholes model and hidden Markov models to mention just a few of them. The book is suitable for students an researchers from a various fields such as for example communications, signal processing, networks, machine learning, econometrics and mathematical finance. Additional material on the topics treated in the text such as solution manuals, lecture slides, MATLAB programs are online available. The text is very well written and is without doubt an interesting read for scientists from applications of advanced probability theory.
\itemrv{H. M. Mai (Berlin)}
\itemcc{}
\itemut{introduction to probability theory; Poisson process; Markov chains; parameter estimation; EM algorithm; hidden Markov models; machine learning; queueing theory}
\itemli{doi:10.1017/CBO9780511977770}
\end