Subjects

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Theory of Probability Distributions - NSTP118

Title:	Teorie pravděpodobnostních rozdělení
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2018
Semester:	winter
E-Credits:	3
Hours per week, examination:	winter s.:2/0, Ex [HT]
Capacity:	unlimited
Min. number of students:	unlimited
4EU+:	no
Virtual mobility / capacity:	no
State of the course:	cancelled
Language:	Czech
Teaching methods:	full-time

Guarantor:	prof. Lev Klebanov, DrSc.
Classification:	Mathematics > Probability and Statistics
Interchangeability :	NMTP545

Annotation -

Characteristic functions, inverse and limit theorems. Infinitely divisible laws, stable distributions. Characterization problems.

Last update: G_M (10.10.2001)

Aim of the course -

There are given results and methods of the theory of the probability distributions and their

characteristic functions. There are described significant classes of distributions defined by their characteristic functions.

Last update: T_KPMS (22.05.2008)

Literature - Czech

Lukacs E.: Characteristic Functions. Griffin, London, 1970

Štěpán J.: Teorie pravděpodobnosti. Matematické základy. Academia, Praha 1987

Last update: Zakouřil Pavel, RNDr., Ph.D. (05.08.2002)

Teaching methods -

Lecture.

Last update: G_M (27.05.2008)

Syllabus -

Characteristic functions, inverse and limit theorems. Infinitely divisible laws, stable distributions. Characterization problems.

Last update: T_KPMS (29.04.2003)