Subjects

Your browser does not support JavaScript, or its support is disabled. Some features may not be available.

Invariance Principles - NSTP125

Title:	Principy invariance
Guaranteed by:	Department of Probability and Mathematical Statistics (32-KPMS)
Faculty:	Faculty of Mathematics and Physics
Actual:	from 2018
Semester:	winter
E-Credits:	6
Hours per week, examination:	winter s.:4/0, 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
Teaching methods:	full-time

Guarantor:	doc. RNDr. Petr Lachout, CSc.
Classification:	Mathematics > Probability and Statistics
Pre-requisite :	NSTP050
Interchangeability :	NMTP434

Annotation -

Last update: T_KPMS (14.05.2003)

Convergence of stochastic processes to Wiener process.

Aim of the course -

Last update: T_KPMS (22.05.2008)

To teach and explain theory of convergence of random processes, especially in functional spaces C([0,1]) and D([0,1]).

Literature - Czech

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

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

Neveu J.: Dicrete Parameter Martingales. North Holland, Amsterodam 1975

Teaching methods -

Last update: G_M (27.05.2008)

Lecture.

Syllabus -

Last update: T_KPMS (14.05.2003)

Probability measures on metric spaces.

Invariance principles and their applications.