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
  • Picek Jan, prof. RNDr. CSc.
  • Šimková Tereza, Mgr. Ph.D.
Course content

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.


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
Faculty Study plan (Version) Category of Branch/Specialization Recommended year of study Recommended semester