工程师的随机过程 Random Processes for Engineers 英文原版 Bruce Hajek 概率论与数理统计

基本信息

Format:Hardback 432 pages, Worked examples or Exercises; 1 Tables, black and white; 130 Line drawings, unspecified

Publisher:Cambridge University Press

Imprint:Cambridge University Press

ISBN:9781107100121

Published:12 Mar 2015

Classifications:Probability & statistics, Maths for engineers

Readership:Professional & Vocational Tertiary Education (US: College)

Weight:978g

Dimensions:255 x 183 x 23 (mm)

书籍信息仅供参考，具体以实物为准

书籍简介

这本引人入胜的随机过程介绍为学生提供了设计和评估需要在不确定环境中可靠运行的工程系统所需的关键工具。对概率论和确定性函数的实际分析的简要回顾为理解随机过程奠定了基础，同时以直观、简单的风格解释了基本的度量理论概念。学生将学会通过使用简单的随机过程类别、统计平均值和相关性、渐近分析、抽样和有效算法来管理随机性的复杂性。

涵盖的主要议题包括： * 线性系统中随机过程的微积分 * 卡尔曼和维纳滤波 * 统计推断的隐马尔科夫模型 * 估算更大化（EM）算法 * 马丁格和集中不等式介绍。通过100多个工作实例和300个经过详细测试的家庭作业问题（其中一半问题在书末得到详细解决），加强了对关键概念的理解。

This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms.

Key topics covered include: * Calculus of random processes in linear systems * Kalman and Wiener filtering * Hidden Markov models for statistical inference * The estimation maximization (EM) algorithm * An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).

作者简介

布鲁斯-哈耶克在其整个职业生涯中一直是概率论的狂热学生、讲师和使用者。他是伊利诺伊大学Mary Lou和Leonard C. Hoeft工程系主任，电子和计算机工程高级研究中心教授，以及协调科学实验室的教授。在他获得的众多奖项中，他是美国国家工程院院士和IEEE Koji Kobayashi计算机和通信奖获得者。他与E.Wong合写了更高级的经典书籍《工程系统中的随机过程》，第二版（1985年）。

Bruce Hajek has been an avid student, instructor, and user of probability theory for his entire career. He is the Mary Lou and Leonard C. Hoeft Chair of Engineering, Center for Advanced Study Professor of Electrical and Computer Engineering, and Professor in the Coordinated Science Laboratory at the University of Illinois. Among his many awards, he is a member of the US National Academy of Engineering and a recipient of the IEEE Koji Kobayashi Computers and Communications Award. He is co-author, with E. Wong, of the more advanced classic book, Stochastic Processes in Engineering Systems, 2nd edition (1985).