| 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) |
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| Course content |
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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.
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| Learning activities and teaching methods |
| Monologic (reading, lecture, briefing), Dialogic (discussion, interview, brainstorming) |
| Learning outcomes |
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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 |
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Knowledge of mathematics and probability is assumed in the range that is usual at the technical universities
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| Assessment methods and criteria |
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Oral examination
Student must be able to make the prescribed subject matted up from the theoretical and practical view. |
| Recommended literature |
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| Study plans that include the course |
| Faculty | Study plan (Version) | Category of Branch/Specialization | Recommended semester | |
|---|---|---|---|---|
| Faculty: Faculty of Electrical Engineering and Informatics | Study plan (Version): Information, Communication and Control Technologies (2013) | Category: Electrical engineering, telecommunication and IT | - | Recommended year of study:-, Recommended semester: - |
| Faculty: Faculty of Electrical Engineering and Informatics | Study plan (Version): Information, Communication and Control Technologies (2013) | Category: Electrical engineering, telecommunication and IT | - | Recommended year of study:-, Recommended semester: - |
| Faculty: Faculty of Electrical Engineering and Informatics | Study plan (Version): Information, Communication and Control Technologies (2013) | Category: Electrical engineering, telecommunication and IT | - | Recommended year of study:-, Recommended semester: - |
| Faculty: Faculty of Electrical Engineering and Informatics | Study plan (Version): Information, Communication and Control Technologies (2013) | Category: Electrical engineering, telecommunication and IT | - | Recommended year of study:-, Recommended semester: - |