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Course: Stochastic processes

Department/Abbreviation: SLO/PGSSP

Year: 2021

Guarantee: 'prof. RNDr. Vlasta Peřinová, DrSc.'

Annotation: The lecture presents an exposition of the stochastic processes from a physicist's viewpoint.

Course review:
1. Random variables. 2. Random processes. 3. Stochastic processes. 4. Markovian processes. 5. Markovian chains. 6 - 9. Master equations. 10 - 11. One-step processes.