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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

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Last update: T_KPMS (09.05.2008)

The lecture is based on the theory of probability measure and involves basic contents of the subject with the emphasis on proofs.

Aim of the course -

Last update: T_KPMS (09.05.2008)

To explain basics of modern probability theory.

Course completion requirements -

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

The subject is ended by an oral examination.

Literature - Czech

Last update: T_KPMS (01.03.2007)

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

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

Teaching methods -

Last update: G_M (27.05.2008)

Lecture.

Requirements to the exam -

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

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

Syllabus -

Last update: T_KPMS (09.05.2008)

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.