Cambridge University Press publishes Kobayashi’s latest book

The latest book by Prof. Hisashi Kobayashi, coauthored with Prof. Brian L. Mark and Dr. William Turin, entitled “Probability, Random Processes and Statistical Analysis,” was published by Cambridge University Press in December. This 812 page graduate-level textbook provides not only a comprehensive and modern approach to the fundamentals of the title subjects, but also applications in such diverse fields as communications, signal processing, machine learning, econometrics, mathematical finance, computational biology and queueing theory.
The core materials are based on Prof. Kobayashi’s lectures given at Princeton University over the past 10 years. The coauthor Dr. Mark is Professor of Electrical and Computer Engineering at George Mason University, and Dr. Turin is with AT&T Labs Research. Kobayashi and Mark published in 2008 “System Modeling and Analysis: Foundations of System Performance Evaluation” (Pearson/Prentice Hall, 782 pp.), for which much of the materials in the latest book serves as a prerequisite.
Regarding his latest book Kobayashi says, “Modern communications and information theory make extensive use of probability and random processes, and so do econometrics and mathematical finance. A sound risk management also requires probabilistic arguments and statistical modeling. The theory and techniques presented in this textbook are essential to a better understanding of many random phenomena we observe and to an optimum selection among many options available to us, whether it is a financial, medical or other matter. My wish is that many students and researchers over the world will find this book useful even after 50 years from now, long after I will have passed on.”

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