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Course, academic year 2023/2024
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Probability Theory 1 - NSTP050
Title: Teorie pravděpodobnosti 1
Guaranteed by: Department of Probability and Mathematical Statistics (32-KPMS)
Faculty: Faculty of Mathematics and Physics
Actual: from 2018
Semester: winter
E-Credits: 6
Hours per week, examination: winter s.:4/0, 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
Teaching methods: full-time
Guarantor: prof. RNDr. Viktor Beneš, DrSc.
Mgr. Petr Dostál, Ph.D.
Classification: Mathematics > Probability and Statistics
Interchangeability : NMSA333
Is co-requisite for: NSTP008, NSTP144, NSTP051, NSTP058
Is incompatible with: NSTP031
Is pre-requisite for: NSTP125, NSTP005, NSTP119
Annotation -
The lecture is based on the theory of probability measure and involves basic contents of the subject with the emphasis on proofs.
Last update: T_KPMS (09.05.2008)
Aim of the course -

To explain basics of modern probability theory.

Last update: T_KPMS (09.05.2008)
Course completion requirements -

The subject is ended by an oral examination.

Last update: Beneš Viktor, prof. RNDr., DrSc. (09.10.2017)
Literature - Czech

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

Lachout, P.: Teorie pravděpodobnosti. Karolinum, Praha, 2004.

Last update: T_KPMS (01.03.2007)
Teaching methods -

Lecture.

Last update: G_M (27.05.2008)
Requirements to the exam -

The matter explained in lectures related to the subject sylabus is examined.

Last update: Beneš Viktor, prof. RNDr., DrSc. (09.10.2017)
Syllabus -

Random variable, independence, types of convergence of sequences of random variables, conditioning, zero-one laws, law of large numbers, weak convergence, characteristic function, central and local limit theorems.

Last update: T_KPMS (09.05.2008)
 
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