SubjectsSubjects(version: 850)
Course, academic year 2019/2020
   Login via CAS
Theory of Probability Distributions - NMTP545
Title in English: Teorie pravděpodobnostních rozdělení
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2018 to 2019
Semester: winter
E-Credits: 3
Hours per week, examination: winter s.:2/0 Ex [hours/week]
Capacity: unlimited
Min. number of students: unlimited
State of the course: 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
Annotation -
Last update: T_KPMS (16.05.2013)
Characteristic functions, inverse and limit theorems. Infinitely divisible laws, stable distributions. Characterization problems.
Aim of the course -
Last update: T_KPMS (16.05.2013)

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.

Course completion requirements - Czech
Last update: RNDr. Jitka Zichová, Dr. (23.04.2018)

Složení ústní zkoušky.

Literature - Czech
Last update: T_KPMS (16.05.2013)

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

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

Teaching methods -
Last update: T_KPMS (16.05.2013)

Lecture.

Requirements to the exam - Czech
Last update: RNDr. Jitka Zichová, Dr. (18.10.2017)

Zkouška sestává z ústní části. Známka ze zkoušky se stanoví na základě této části. Požadavky u ústní části odpovídají sylabu předmětu v rozsahu, který byl prezentován na přednášce.

Syllabus -
Last update: T_KPMS (16.05.2013)

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

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

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

 
Charles University | Information system of Charles University | http://www.cuni.cz/UKEN-329.html