Principy invariance

• Thesis title in Czech: Principy invariance
• Thesis title in English: Invariance principles
• Key words: Wienerův proces, principy invariance, náhodná procházka, čas prvního vstupu do bariéry
• English key words: Wiener process, invariance principles, random walk, first passage time
• Academic year of topic announcement: 2013/2014
• Thesis type: Bachelor's thesis
• Thesis language: čeština
• Department: Department of Probability and Mathematical Statistics (32-KPMS)
• Supervisor: RNDr. Jakub Staněk, Ph.D.
• Author: hidden - assigned and confirmed by the Study Dept.
• Date of registration: 02.10.2013
• Date of assignment: 05.10.2013
• Confirmed by Study dept. on: 26.11.2013
• Date and time of defence: 24.06.2015 00:00
• Date of electronic submission: 21.05.2015
• Date of submission of printed version: 21.05.2015
• Date of proceeded defence: 24.06.2015
• Opponents: doc. RNDr. Daniel Hlubinka, Ph.D.

Guidelines

Student se seznámí s pojmy Donskerův princip invariance a princip invariance pro martingalové diference. Na příkladech pak předvede konkrétní aplikaci této teorie.

References

Štěpán J. (1987): Teorie pravděpodobnosti, Academia, Praha