Subjects

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Theory of Probability Distributions - NSTP118

Title:	Teorie pravděpodobnostních rozdělení
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2014 to 2017
Semester:	winter
E-Credits:	3
Hours per week, examination:	winter 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
Teaching methods:	full-time
Teaching methods:	full-time

Guarantor:	prof. Lev Klebanov, DrSc.
Classification:	Mathematics > Probability and Statistics
Interchangeability :	NMTP545
Is incompatible with:	NMTP545
Is interchangeable with:	NMTP545

Annotation -

Last update: G_M (10.10.2001)

Characteristic functions, inverse and limit theorems. Infinitely divisible laws, stable distributions. Characterization problems.

Aim of the course -

Last update: T_KPMS (22.05.2008)

There are given results and methods of the theory of the probability distributions and their

characteristic functions. There are described significant classes of distributions defined by their characteristic functions.

Literature - Czech

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

Lukacs E.: Characteristic Functions. Griffin, London, 1970

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

Teaching methods -

Last update: G_M (27.05.2008)

Lecture.

Syllabus -

Last update: T_KPMS (29.04.2003)

Characteristic functions, inverse and limit theorems. Infinitely divisible laws, stable distributions. Characterization problems.