Theory of Random Processes - Náhodné procesy - FJFI/CVUT



The lecture takes place on Thursday, 12:30 at T-208.

Exam: List of topics

Exercises:

1st sheet (in Czech)
2nd sheet (in Czech)
3rd sheet (in Czech)


Lecture notes (in Czech):
1. part
2. part
3. part
4. part
5a. part
5b. part
6. part
Random walks
Yule process
Variation of the Wiener process

Pavliotis, Quantum Markov Chains

Videos (in Czech) are available at
https://people.fjfi.cvut.cz/vybirja2/NAH-2019
followed by NAH_Lecture_1.mp4, etc.