Náhodná procházka
Thesis title in thesis language (Slovak): | Náhodná procházka |
---|---|
Thesis title in Czech: | Náhodná procházka |
Thesis title in English: | Random walk |
Key words: | náhodná prechádzka, trvalosť, absorpčné pravdepodobnosti, martingal |
English key words: | random walk, recurrence, absorbing probabilities, martingale |
Academic year of topic announcement: | 2011/2012 |
Thesis type: | Bachelor's thesis |
Thesis language: | slovenština |
Department: | Department of Probability and Mathematical Statistics (32-KPMS) |
Supervisor: | doc. Ing. Marek Omelka, Ph.D. |
Author: | hidden - assigned and confirmed by the Study Dept. |
Date of registration: | 16.09.2011 |
Date of assignment: | 05.10.2011 |
Confirmed by Study dept. on: | 20.12.2011 |
Date and time of defence: | 21.06.2012 00:00 |
Date of electronic submission: | 24.05.2012 |
Date of submission of printed version: | 25.05.2012 |
Date of proceeded defence: | 21.06.2012 |
Opponents: | Mgr. Petr Dostál, Ph.D. |
Guidelines |
Student(ka) popíše vybrané vlastnosti náhodné procházky a to jak symetrické tak nesymetrické verze. Zmíní
také souvislost s teorií martingalů. |
References |
Anděl, J. (2000): Matematika náhody, Matfyzpress
Feller, W. (1968): An Introduction to Probability Theory and Its Applications, Volume I, Wiley, Third Edition Grinstead, Snell: Introduction to Probability, Second Edition. |