Oct 17, 2019   2:54 a.m. Hedviga

# Course syllabus B1-TP - Probability theory (FCE - SS 2018/2019)

Information sheet          ECTS          Syllabus

Slovak          English

University: Slovak University of Technology in Bratislava
Faculty: Faculty of Civil Engineering
Course unit code: B1-TP
Course unit title: Probability theory
Mode of delivery, planned learning activities and teaching methods:
 lecture 2 hours weekly (on-site method) seminar 2 hours weekly (on-site method)

Credits allocated: 5

Recommended semester/trimester: Mathematical and Computational Modeling - bachelor (compulsory), 4. semester
Level of study: 1.
Prerequisites for registration: passed Mathematical analysis 1 (B-MA1)

Assesment methods:
More than one half of points from assignments.
At least 56 points from exam and assignments.

Learning outcomes of the course unit:
Student will get the basic overview of probability theory, he/she will understand and be able to deal with random variables and their probability distributions, large numbers laws, central limit theorem, as well as with basic types of stochastic processes.

Course contents:
- Probability, conditional probability, independence.
- Random variables and their parameters.
- Basic types of probability distributions of discrete and continuous random variables.
- Convolution, Markov and Chebyshew inequality, law of large numbers, central limit theorem.
- Random vectors, marginal distributions, copulas and joint distributions.
- Introduction to the stochastic processes theory, Brown movement, Wiener process.

Basic:
 RIEČAN, B. O pravdepodobnosti a miere. Bratislava : Alfa, 1976. 157 p. RIEČAN, B. -- LENÁRT, C. -- LAMOŠ, F. Pravdepodobnosť a matematická štatistika. Bratislava: ALFA Bratislava, 1984.

Language of instruction: slovak or english

Notes:

Courses evaluation:
Assessed students in total: 30

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13,3 %13,3 %10,0 %33,3 %30,1 %0 %
Name of lecturer(s): prof. RNDr. Radko Mesiar, DrSc. (examiner, lecturer, person responsible for course) - slovak, english
Ing. Peter Sarkoci, PhD. (examiner, instructor) - slovak, english

Last modification: 28. 2. 2019
Supervisor: prof. RNDr. Radko Mesiar, DrSc. and programme supervisor

Last modification made by Ing. Peter Korčák on 02/28/2019.

 Type of output: PDF output (PDF)Document RTF (RTF)XML format for IS (XML IL)