MU:MU01120 Theory of Stochastic Processes - Course Information
MU01120 Theory of Stochastic Processes
Mathematical Institute in OpavaWinter 2013
- Extent and Intensity
- 1/1/0. 3 credit(s). Type of Completion: z (credit).
- Teacher(s)
- doc. RNDr. Kristína Smítalová, CSc. (lecturer)
doc. RNDr. Kristína Smítalová, CSc. (seminar tutor) - Guaranteed by
- doc. RNDr. Kristína Smítalová, CSc.
Mathematical Institute in Opava - Course Enrolment Limitations
- The course is also offered to the students of the fields other than those the course is directly associated with.
- fields of study / plans the course is directly associated with
- Applied Mathematics (programme MU, B1101)
- Applied Mathematics in Risk Management (programme MU, B1101)
- Mathematical Methods in Economics (programme MU, B1101)
- Course objectives
- In view of the fact that this elective subject can be inscribed already in the first year, the teaching style is simple and understandable. After the basic informations about probability theory it follows practical stochastic dynamics.
- Syllabus
- - the probability notion, random variable and its cumulative distribution function
- discrete and continuous random variables
- expectation and variance
- binomial, Poisson, exponential, and normal probability distributions
- stochastic process, an example of inventory policy
- discrete Markov chain with finite state space
- Chapman-Kolmogorov equations
- classification of states of a Markov chain
- first passage time
- steady-state probabilities of Markov chain
- continuous Markov chains
- basic queueing models
- - the probability notion, random variable and its cumulative distribution function
- Literature
- recommended literature
- Š. Peško, J. Smieško. Stochastické modely operačnej analýzy. Žilinská univerzita, Žilina, 1999. ISBN 80-7100-570-3. info
- F. S. Hilier, G. J. Lieberman. Introduction to stochastic models in operations reseach. McGraw Hill, 1990. info
- Z. Riečanová a kol. Numerické metody a matematická štatistika. Alfa, Bratislava, 1987. ISBN 063-559-87. info
- Language of instruction
- Czech
- Further comments (probably available only in Czech)
- The course can also be completed outside the examination period.
- Teacher's information
- The pre-exam credit will be obtained after a writing test.
- Enrolment Statistics (Winter 2013, recent)
- Permalink: https://is.slu.cz/course/sumu/winter2013/MU01120