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Theory of Probability Distributions - NMTP545

Title:	Teorie pravděpodobnostních rozdělení
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2022
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.
Class:	M Mgr. PMSE M Mgr. PMSE > Povinně volitelné
Classification:	Mathematics > Probability and Statistics
Is interchangeable with:	NSTP118

Opinion survey results Examination dates Schedule Noticeboard

Annotation -

Last update: T_KPMS (16.05.2013)

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

Aim of the course -

Last update: T_KPMS (16.05.2013)

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.

Course completion requirements - Czech

Last update: RNDr. Jitka Zichová, Dr. (23.04.2018)

Složení ústní zkoušky.

Literature - Czech

Last update: T_KPMS (16.05.2013)

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

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

Teaching methods -

Last update: T_KPMS (16.05.2013)

Lecture.

Requirements to the exam - Czech

Last update: RNDr. Jitka Zichová, Dr. (18.10.2017)

Zkouška sestává z ústní části. Známka ze zkoušky se stanoví na základě této části. Požadavky u ústní části odpovídají sylabu předmětu v rozsahu, který byl prezentován na přednášce.

Syllabus -

Last update: T_KPMS (16.05.2013)

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

Entry requirements -

Last update: RNDr. Jitka Zichová, Dr. (16.05.2019)

Basic concepts of probability theory - topics from the course NMSA333 Probability theory 1, martingale theory - topics from the course NMSA405 Probability theory 2.