Stochastic Processes 1 - NMSA334
Title: Náhodné procesy 1
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2016 to 2017
Semester: summer
E-Credits: 8
Hours per week, examination: summer s.:4/2, C+Ex [HT]
Capacity: unlimited
Min. number of students: unlimited
4EU+: no
Virtual mobility / capacity: no
State of the course: taught
Language: Czech
Teaching methods: full-time
Teaching methods: full-time
Guarantor: doc. RNDr. Petr Lachout, CSc.
Class: M Bc. FM
M Bc. FM > Doporučené volitelné
M Bc. OM
M Bc. OM > Povinně volitelné
M Bc. OM > Zaměření STOCH
Classification: Mathematics > Probability and Statistics
Co-requisite : NMSA333
Incompatibility : NSTP238
Interchangeability : NSTP238
Is interchangeable with: NSTP238, NSTP198
In complex pre-requisite: NMSA349
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Annotation -
Last update: G_M (16.05.2012)
Markov chains with discrete and continuous time. Recommended for bachelor's program in General Mathematics, specialization Stochastics.
Aim of the course -
Last update: G_M (27.04.2012)

The aim of the subject is to provide an overview of Markov processes with discrete states and their applications to real dynamic events modelling.

Literature - Czech
Last update: doc. RNDr. Zuzana Prášková, CSc. (04.09.2012)

Prášková, Z., Lachout, P.: Základy náhodných procesů I, matfyzpress, Praha 2012

Prášková, Z., Lachout, P.: Základy náhodných procesů. Karolinum, Praha 2005.

Teaching methods -
Last update: T_KPMS (16.05.2012)

Lecture+exercises.

Syllabus -
Last update: doc. RNDr. Zuzana Prášková, CSc. (04.09.2012)

Basic properties of stochastic processes.

Discrete time Markov chains. Markov chains with rewards.

Continuous time Markov chains. Poisson process, Birth and Death processes,

Markov queuing models.