Probability Theory 1 - NMSA333
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Foundations of probability theory with the emphasis on proof techniques. Recommended for bachelor's program in
General Mathematics, specialization Stochastics.
Last update: G_M (16.05.2012)
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To explain basics of modern probability theory. Last update: G_M (27.04.2012)
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Written and oral exam. Last update: Zichová Jitka, RNDr., Dr. (02.05.2023)
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Štěpán J.: Teorie pravděpodobnosti. Matematické základy. Academia, Praha, 1987
Lachout, P.: Teorie pravděpodobnosti. Karolinum, Praha, 2004. Last update: Beneš Viktor, prof. RNDr., DrSc. (04.10.2012)
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Presential lecture and exercises. Exercise supported by MOODLE. Last update: Beneš Viktor, prof. RNDr., DrSc. (14.10.2021)
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Written exam - 3 problems to solve. Oral exam - according to sylabus. Last update: Zichová Jitka, RNDr., Dr. (02.05.2023)
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Measurability of systems of random variables, distribution function, independence, expectation, types of convergence of sequences and sums of random variables, conditioning, zero-one laws, law of large numbers, weak convergence, convergence in distribution, characteristic function, central limit theorems. Last update: Beneš Viktor, prof. RNDr., DrSc. (07.10.2019)
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Course NMSA202. Last update: Zichová Jitka, RNDr., Dr. (17.05.2024)
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