Course: Stochastic processes

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Course title Stochastic processes
Course code KAP/NAP
Organizational form of instruction Lecture + Lesson
Level of course Master
Year of study not specified
Frequency of the course každý rok
Semester Winter
Number of ECTS credits 6
Language of instruction Czech
Status of course Compulsory
Form of instruction Face-to-face
Work placements Course does not contain work placement
Recommended optional programme components None
Course availability The course is available to visiting students
Lecturer(s)
  • Picek Jan, prof. RNDr. CSc.
  • Šimková Tereza, Mgr. Ph.D.
Course content
unspecified

Learning activities and teaching methods
Monological explanation (lecture, presentation,briefing)
  • Class attendance - 70 hours per semester
  • Preparation for exam - 110 hours per semester
Learning outcomes
Knowledge of basic notions from the theory of stochastic processes and their application.

Prerequisites
unspecified

Assessment methods and criteria
Oral exam, Written exam

Recommended literature
  • BRÉMAUD, Pierre. Markov chains, Gibbs fields, Monte Carlo simulation, and queues. New York: Springer, 1999. ISBN 0-387-98509-3.
  • IBE, Oliver. Fundamentals of Applied Probability and Random Processes. Academic Press, 2014. ISBN 9780128008522.
  • KENDALL, W.S., LIANG F. a Jian-Sheng WANG. Markov chain Monte Carlo: innovations and applications. New Jersey: World Scientific, 2005. ISBN 981-256-427-6.
  • KOŘENÁŘ, Václav. Stochastické procesy. Praha: VŠE, 2002. ISBN 80-245-0311-5.
  • LINKA, PICEK, WOLF. Úvod do teorie pravděpodobnosti. TU v Liberci, 2001. ISBN 80-7083-453-6.
  • Prášková Z., Lachout P. Základy náhodných procesů. Karolinum Praha, 1998. ISBN 978-80-7378-210-8.
  • REDNER, Sidney. A guide to first passage processes. New York: Cambridge University Press, 2001. ISBN 0521652480.


Study plans that include the course
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