Subjects

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Stochastic Processes I - NSTP038

Title:	Náhodné procesy I
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2010
Semester:	winter
E-Credits:	9
Hours per week, examination:	winter s.:4/2, C+Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	cancelled
Language:	Czech
Teaching methods:	full-time

Guarantor:	doc. RNDr. Zuzana Prášková, CSc.
Class:	Ekonometrie Finanční a pojistná matematika Mat. statistika Teorie pravděpodobnosti
Classification:	Mathematics > Probability and Statistics
Interchangeability :	{NSTP238 a NSTP198}
Incompatibility :	NSTP238

Annotation -

Markov chains with discrete and continuous time. Birth and Death processes, application to the theory of queues. Renewal processes.

Last update: T_KPMS (21.05.2002)

Aim of the course -

The aim of the subject is to provide an overview of Markov processes with discrete states and their applications to real dynamic events modelling.

Last update: T_KPMS (20.05.2008)

Literature - Czech

Prášková, Z., Lachout, P.: Základy náhodných procesů. Karolinum, Praha 1998.

Last update: Zakouřil Pavel, RNDr., Ph.D. (05.08.2002)

Teaching methods -

Lecture+exercises.

Last update: G_M (28.05.2008)

Syllabus -

Markov chains with discrete and continuous time. Birth and Death processes, application to the theory of queues. Renewal processes.

Last update: T_KPMS (16.05.2003)