Subjects

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Advanced Markov Chains - NMTP566

Title:	Pokročilé Markovovy řetězce
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2022
Semester:	summer
E-Credits:	3
Hours per week, examination:	summer 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, English
Teaching methods:	full-time

Guarantor:	Dr. Jan Swart
Class:	M Mgr. PMSE M Mgr. PMSE > Povinně volitelné
Classification:	Mathematics > Probability and Statistics
Is interchangeable with:	NSTP033

Annotation -

Advanced theory of Markov chains, building on the basic course of this topic (NMSA334).

Last update: T_KPMS (16.05.2013)

Aim of the course -

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

chains, expand their basic knowledge and indicate some directions of

contemporate research.

Last update: T_KPMS (16.05.2013)

Course completion requirements -

Written exam.

Last update: Zichová Jitka, RNDr., Dr. (17.04.2018)

Literature -

Course notes are available at http://staff.utia.cas.cz/swart/cztea_index.html

Last update: Omelka Marek, doc. Ing., Ph.D. (12.04.2021)

Teaching methods -

Lecture.

Last update: T_KPMS (16.05.2013)

Requirements to the exam -

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.

Last update: Swart Jan, Dr. (11.10.2017)

Syllabus -

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

convergence to equilibrium, harmonic functions, duality, reversibility,

coupling, entropy, stopping times, strong Markov property.

Last update: T_KPMS (16.05.2013)

Entry requirements -

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

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