Information sheet ECTS Syllabus
Course syllabus B1-TP - Probability theory (FCE - SS 2019/2020)
|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:|
|Recommended semester/trimester:||Mathematical and Computational Modeling - bachelor (compulsory), 4. semester|
|Level of study:||1.|
|Prerequisites for registration:||passed Mathematical analysis 1 (B-MA1)|
|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.|
|- 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.
|Recommended or required reading:|
|Language of instruction:||slovak or english|
|Assessed students in total: 30|
|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:||16. 4. 2019|
|Supervisor:||prof. RNDr. Radko Mesiar, DrSc. and programme supervisor|
Last modification made by Ing. Peter Korčák on 04/16/2019.