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Lecturer(s)
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Course content
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FOR WINTER TERM OF SCHOOL YEAR 2017/2018 1. From the theory of probability. 2. Stochastic process. 3. Poisson process. 4. Wiener process. 5. Markov chains with rewards. 6. Controlled chains. 7. Inventory and queuing theory I. 8. Inventory and queuing theory II. Additional information on the web page http://home.zcu.cz/~friesl/Vyuka/Pmo.html
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Learning activities and teaching methods
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Lecture supplemented with a discussion, Lecture with practical applications, Collaborative instruction, Group discussion, Task-based study method, Students' self-study, Self-study of literature, Lecture
- Preparation for formative assessments (2-20)
- 26 hours per semester
- Contact hours
- 52 hours per semester
- Preparation for an examination (30-60)
- 40 hours per semester
- Presentation preparation (report) (1-10)
- 20 hours per semester
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| prerequisite |
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| Knowledge |
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| The course assumes knowledge of probability and statistics at least at the introductory course (KMA/PSA) level, more detailed knowledge of probability theory (KMA/TP) would be an advantage. The course also makes use of the apparatus of the other introductory mathematics courses (differential and integral calculus, matrices,...). |
| learning outcomes |
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| To orientate oneself in treated properties of random processes, to be able to derive the results presented, to apply them in practical examples and draw practical conclusions. |
| teaching methods |
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| Lecture |
| Lecture supplemented with a discussion |
| Task-based study method |
| Collaborative instruction |
| Group discussion |
| Self-study of literature |
| Interactive lecture |
| assessment methods |
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| Oral exam |
| Written exam |
| Individual presentation at a seminar |
| Seminar work |
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Recommended literature
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HUŠEK, R., LAUBER, J. Aplikace stochastických procesů I, učební text. Praha : VŠE, 1986.
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HUŠEK, R., LAUBER, J. Simulační modely. 1. vyd. Praha : SNTL, 1987.
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Mandl, Petr. Pravděpodobnostní dynamické modely : celost. vysokošk. učebnice pro stud. matematicko-fyz. fakult stud. oboru pravděpodobnost a matem. statistika. Praha : Academia, 1985.
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Prášková, Zuzana; Lachout, Petr. Základy náhodných procesů. Praha : Karolinum, 1998. ISBN 80-7184-688-0.
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Štěpán, Josef. Teorie pravděpodobnosti : Matematické základy : Vysokošk. učebnice pro stud. matematicko-fyz. fakult. Praha : Academia, 1987.
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