PřF:M6444 Stochastic models II - Course Information
M6444 Stochastic models II
Faculty of ScienceSpring 2006
- Extent and Intensity
- 2/1/0. 3 credit(s) (fasci plus compl plus > 4). Type of Completion: zk (examination).
- Teacher(s)
- RNDr. Marie Budíková, Dr. (lecturer)
- Guaranteed by
- prof. RNDr. Jana Jurečková, DrSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Contact Person: RNDr. Marie Budíková, Dr. - Timetable
- Thu 12:00–13:50 N41
- Timetable of Seminar Groups:
- Prerequisites
- M3121 Probability || M4122 Statistics
M5444 - 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 - Geography (programme PřF, B-GR)
- Mathematics (programme PřF, B-MA)
- Course objectives
- This subject is about special case of stochastic processes - processes with continuos time, which has Markov property. Reflected are as finite, as countable Markov chains. Attention is paid also to queuing systems.
- Syllabus
- Finite Markov chains with continuos time: basic references, Chapman-Kolmogorov's equality, Kolmogorov's differential equations and their solving, limited division of states. Countable Markov chains with continuos time: solution of Kolmogorov's equations for countable chains, limited division of states for countable chains, Poisson's process, Yule's process, general process of birth, linear process of birth and death, general process of birth and death. Stochastic models in queuing theory: queuing systems and their classification, queuing systems with Poisson arrivals and exponential service times.
- Literature
- KOŘENÁŘ, Václav. Stochastické procesy. Vyd. 1. Praha: Vysoká škola ekonomická v Praze, 2002, 227 s. ISBN 8024503115. info
- PRÁŠKOVÁ, Zuzana and Petr LACHOUT. Základy náhodných procesů. 1. vyd. Praha: Karolinum, 1998, 146 s. ISBN 8071846880. info
- MANDL, Petr. Pravděpodobnostní dynamické modely. 1. vyd. Praha: Academia, 1985, 181 s. info
- Assessment methods (in Czech)
- Výuka se koná každý týden v rozsahu 2h přednáška, 1h cvičení. Zkouška je písemná.
- Language of instruction
- Czech
- Further Comments
- The course is taught annually.
- Enrolment Statistics (Spring 2006, recent)
- Permalink: https://is.muni.cz/course/sci/spring2006/M6444