Course: Stochastic Processes

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Course title Stochastic Processes
Course code UMKM/IDSNP
Organizational form of instruction no contact
Level of course Doctoral
Year of study not specified
Semester Winter and summer
Number of ECTS credits 0
Language of instruction Czech, English
Status of course Compulsory-optional
Form of instruction Face-to-face
Work placements This is not an internship
Recommended optional programme components None
Lecturer(s)
Course content
Random process, basic types of random processes, point processes. Poisson's process. Spectral decomposition of the random processes. Modeling of the stochastic processes. Markov´s processes, Markov´s chains. Queuing theory, basic terms, Kendall's classification, queues regimes. System M/M/n, Non- Markov´s queuing systems - M/D/1, M/G/1, M/Ek/1. Inventory theory - deterministic and stochastic models. Renewal theory - models s punished and backfiring elements.

Learning activities and teaching methods
Monologic (reading, lecture, briefing), Dialogic (discussion, interview, brainstorming)
Learning outcomes
The target of the subject is to make the students acquainted with the selected topics from the stochastics processes theory.
Student will be able to use these methods independently at the solution of the concrete examples from the branch of student´s doctoral study
Prerequisites
Knowledge of mathematics and probability is assumed in the range that is usual at the technical universities

Assessment methods and criteria
Oral examination

Student must be able to make the prescribed subject matted up from the theoretical and practical view.
Recommended literature
  • Hillier,S.F.,Lieberman,G.J. Introduction to Operations Research. McGraw Hill, 2001. ISBN 0-07-121744-4.
  • Linda, Bohdan. Stochastické metody operačního výzkumu. Bratislava: Statis, 2004. ISBN 80-85659-33-6.
  • Ventcelová,E.S. Teória prvděpodobnosti. Alfa, Bratislava, 1973.


Study plans that include the course
Faculty Study plan (Version) Branch of study Category Recommended year of study Recommended semester
Faculty of Electrical Engineering and Informatics Information, Communication and Control Technologies (2013) Electrical engineering, telecommunication and IT - -
Faculty of Electrical Engineering and Informatics Information, Communication and Control Technologies (2013) Electrical engineering, telecommunication and IT - -
Faculty of Electrical Engineering and Informatics Information, Communication and Control Technologies (2013) Electrical engineering, telecommunication and IT - -
Faculty of Electrical Engineering and Informatics Information, Communication and Control Technologies (2013) Electrical engineering, telecommunication and IT - -