Students are able to think abstractly and acquire knowledge about random processes. They analyse
\na theory that describes the behaviour of random signals and processes in the real world. Students are
\nable to use the acquired knowledge in the field of random processes in further education and scientific
\nresearch.<\/p>\n
Introduction to probability: axioms, equally likely experimental results, geometric probability.
\nConditional probability, independence. Bayes\u2019 formula and its consequences. The notion of random
\nvariables and random vectors. Numerical characteristics. Conditional expectation. Approximate
\ndetermination of a random variable. Characteristic functions. Law of large numbers and the central limit
\ntheorem. Discrete-time random processes. Stochastic input systems. Degree spectrum. Random
\nmovement. Wiener processes. Deterministic signals in noise. System identification.
\nFourier series and extensions of Karhunen-Loeve. Spectral representation of random
\nprocesses. Approximate determination using mean squares. Filtering and prediction. Kalman filter. The
\nconcept of entropy. Maximum entropy method. Markov chains. Chapman-Kolmogorov equations.
\nCondition classification. Branching processes. Introduction to queuing theory.<\/p>\n
Research work includes active monitoring of primary scientific sources, organisation and performance of
\nexperiments and statistical data processing, numerical simulations and writing a scientific paper.
\n.<\/p>\n","protected":false},"excerpt":{"rendered":"
Objectives and outcomes Students are able to think abstractly and acquire knowledge about random processes. They analyse a theory that describes the behaviour of random signals and processes in the real world. Students are able … Read more<\/a><\/p>\n Read more<\/a>","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[199],"tags":[],"class_list":["post-14068","post","type-post","status-publish","format-standard","hentry","category-subjects"],"acf":[],"yoast_head":"\n