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Course detail
FEKT-FNPRAcad. year: 2014/2015
The course includes an introduction to the theory of stochastic processes types. Therefore, it starts with repetition of necessary mathematical tools (matrices, determinants, solving equations, decomposition into partial fractions, probability). Then we construct the theory of stochastic processes, where we discuss Markovský processes and chains, both discrete and continuous. We include a basic classification of state and students learn to determine them. Great attention is paid to their asymptotic properties. The next section introduces the award transitions between states and students learn the decision-making processes and their possible solutions. In conclusion, we mention the hidden Markov processes and possible solutions.
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Specification of controlled education, way of implementation and compensation for absences
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Classification of course in study plans
branch F-BTB , 1 year of study, winter semester, compulsory
branch EE-FLE , 1 year of study, winter semester, compulsory
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Exercise in computer lab