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Theory of Probability Distributions - NMTP545

Title:	Teorie pravděpodobnostních rozdělení
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2022
Semester:	winter
E-Credits:	3
Hours per week, examination:	winter s.:2/0, Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	not taught
Language:	Czech
Teaching methods:	full-time

Guarantor:	prof. Lev Klebanov, DrSc.
Class:	M Mgr. PMSE M Mgr. PMSE > Povinně volitelné
Classification:	Mathematics > Probability and Statistics
Is interchangeable with:	NSTP118

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Characteristic functions, inverse and limit theorems. Infinitely divisible laws, stable distributions. Characterization problems.

Last update: T_KPMS (16.05.2013)

Aim of the course -

There are given results and methods of the theory of the probability distributions and their

characteristic functions. There are described significant classes of distributions defined by their characteristic functions.

Last update: T_KPMS (16.05.2013)

Course completion requirements -

Oral exam.

Last update: Zichová Jitka, RNDr., Dr. (18.05.2024)

Literature - Czech

Lukacs E.: Characteristic Functions. Griffin, London, 1970

Štěpán J.: Teorie pravděpodobnosti. Matematické základy. Academia, Praha 1987

Last update: T_KPMS (16.05.2013)

Teaching methods -

Lecture.

Last update: T_KPMS (16.05.2013)

Requirements to the exam -

According to syllabus.

Last update: Zichová Jitka, RNDr., Dr. (18.05.2024)

Syllabus -

Characteristic functions, inverse and limit theorems. Infinitely divisible laws, stable distributions. Characterization problems.

Last update: T_KPMS (16.05.2013)

Entry requirements -

Basic concepts of probability theory - topics from the course NMSA333 Probability theory 1, martingale theory - topics from the course NMSA405 Probability theory 2.

Last update: Zichová Jitka, RNDr., Dr. (16.05.2019)