Subjects

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Stochastic Processes I - NSTP238

Title:	Náhodné procesy I
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:	doc. RNDr. Zuzana Prášková, CSc.
Classification:	Mathematics > Probability and Statistics
Interchangeability :	NMSA334
Is co-requisite for:	NSTP198, NEKN003
Is incompatible with:	NSTP038
Is pre-requisite for:	NSTP033, NEKN005

Annotation -

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

Last update: T_KPMS (19.03.2008)

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: T_KPMS (19.03.2008)

Teaching methods -

Lecture.

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 (19.03.2008)