M6444 Stochastic models

Faculty of Science
Spring 2013
Extent and Intensity
2/1/0. 3 credit(s) (příf plus uk k 1 zk 2 plus 1 > 4). Type of Completion: zk (examination).
Teacher(s)
RNDr. Marie Budíková, Dr. (lecturer)
Guaranteed by
prof. RNDr. Ivanka Horová, CSc.
Department of Mathematics and Statistics – Departments – Faculty of Science
Supplier department: Department of Mathematics and Statistics – Departments – Faculty of Science
Timetable
Tue 8:00–9:50 M1,01017
  • Timetable of Seminar Groups:
M6444/01: Mon 9:00–9:50 MP1,01014, Mon 9:00–9:50 M6,01011, M. Budíková
M6444/02: Mon 8:00–8:50 MP1,01014, Mon 8:00–8:50 M6,01011, M. Budíková
Prerequisites
M3121 Probability and Statistics I || M4122 Probability and Statistics II
M5444
Course Enrolment Limitations
The course is offered to students of any study field.
Course objectives
This course deals with the possibilities of some simple modeling of real situations in which random effects operate. Attention is paid to analytical and simulation tools for the probabilistic description of dynamical systems with discrete states and their use in the analysis of queuing systems. After completing this course the students will be able to model simple real situations using analytical and simulation methods. They also will be able to use MATLAB system.
Syllabus
  • The issue of modeling, using simulations, random number generators.
  • An important probability distribution, their properties, methods of verification.
  • Controlled homogeneous Markov chain, Howard iterative procedure.
  • Basic concepts of queuing theory, queuing systems with unlimited and limited capacity, optimization problems in queuing systems.
Literature
  • SKALSKÁ, Hana. Stochastické modelování. Vyd. 2., rozšíř. a uprav. Hradec Králové: Gaudeamus, 2006, 162 s. ISBN 807041488X. info
  • KOŘENÁŘ, Václav. Stochastické procesy. Vyd. 1. Praha: Vysoká škola ekonomická v Praze, 2002, 227 s. ISBN 8024503115. info
  • MANDL, Petr. Pravděpodobnostní dynamické modely. 1. vyd. Praha: Academia, 1985, 181 s. info
Teaching methods
The weekly class schedule consists of 2 hour lecture and 1 hour of class exercises with MATLAB system.
Assessment methods
The final exam is written, consists of four examples. Examples are evaluated on a scale from 0 to 100. It is necessary to obtain at least 51%.
Language of instruction
Czech
Further Comments
Study Materials
The course is taught annually.
The course is also listed under the following terms Spring 2008 - for the purpose of the accreditation, Spring 2011 - only for the accreditation, Spring 2004, Spring 2005, Spring 2006, Spring 2007, Spring 2008, Spring 2009, Spring 2010, Spring 2011, Spring 2012, spring 2012 - acreditation, Spring 2014, Spring 2015, Spring 2016, Spring 2017, spring 2018, Spring 2019, Spring 2020, Spring 2021, Spring 2022, Spring 2023, Spring 2024, Spring 2025.
  • Enrolment Statistics (Spring 2013, recent)
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