An overview of statistical and information-theoretic aspects of hidden Markov processes
(HMPs) is presented. An HMP is a discrete-time finite-state homogeneous Markov chain …

As more applications are found, interest in Hidden Markov Models continues to grow.
Following comments and feedback from colleagues, students and other working with Hidden …

During the seven years that elapsed between the first and second editions of the present
book, considerable progress was achieved in the area of financial modelling and pricing of …

A maximum likelihood estimation procedure of Hawkes' self-exciting point process model is
proposed with explicit presentations of the log-likelihood of the model and its gradient and …

A transmission control strategy is described for slotted-ALOHA-type broadcast channels with
ternary feedback. At each time slot, each station estimates the probability that n stations are …

Retransmission policies are presented for the decentralized control of a multiaccess packet-
switched broadcast channel. The policies have a simple recursive form yielding a Markov …

This paper describes how multiple interacting swarms of adaptive mobile agents can be
used to solve problems in networks. The paper introduces a new architectural description for …

Following the discovery of a fundamental connection between information measures and
estimation measures in Gaussian channels, this paper explores the counterpart of those …

A comprehensive study of the stability and optimization of the infinite population, slotted,
nonpersistent CSMA and CSMA/CD channels is presented. The approach to both stability …

Most useful for graduate students in engineering and finance who have a basic knowledge
of probability theory, this volume is designed to give a concise understanding of martingales …