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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

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

Annotation -

Convergence of stochastic processes to Wiener process.

Last update: T_KPMS (14.05.2003)

Aim of the course -

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

Last update: T_KPMS (22.05.2008)

Literature - Czech

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

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

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

Teaching methods -

Lecture.

Last update: G_M (27.05.2008)

Syllabus -

Probability measures on metric spaces.

Invariance principles and their applications.

Last update: T_KPMS (14.05.2003)