SubjectsSubjects(version: 849)
Course, academic year 2019/2020
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Advanced Markov Chains - NMTP566
Title in English: Pokročilé Markovovy řetězce
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2018
Semester: summer
E-Credits: 3
Hours per week, examination: summer s.:2/0 Ex [hours/week]
Capacity: unlimited
Min. number of students: unlimited
State of the course: not taught
Language: Czech, English
Teaching methods: full-time
Guarantor: Dr. Jan Swart
Class: M Mgr. PMSE
M Mgr. PMSE > Volitelné
Classification: Mathematics > Probability and Statistics
Annotation -
Last update: T_KPMS (16.05.2013)
Advanced theory of Markov chains, building on the basic course of this topic (NMSA334).
Aim of the course -
Last update: T_KPMS (16.05.2013)

The subject aims to familiarize students with the modern theory of Markov

chains, expand their basic knowledge and indicate some directions of

contemporate research.

Course completion requirements -
Last update: RNDr. Jitka Zichová, Dr. (17.04.2018)

Written exam.

Literature - Czech
Last update: T_KPMS (16.05.2013)

Skripta na:

http://staff.utia.cas.cz/swart/cztea_index.html

Teaching methods -
Last update: T_KPMS (16.05.2013)

Lecture.

Requirements to the exam -
Last update: Dr. Jan Swart (11.10.2017)

A written exam, during which it is allowed to use the lecture notes.

The assignments of the exam are similar to the exercises in the lecture notes.

Syllabus -
Last update: T_KPMS (16.05.2013)

Random walks, branching processes, coalescents, card shuffling, speed of

convergence to equilibrium, harmonic functions, duality, reversibility,

coupling, entropy, stopping times, strong Markov property.

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

Markov chains with discrete and continuous time. Topics covered by the course NMSA334 Stochastic Processes 1.

 
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