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Дополнительные главы математической статистики

Saturday, 26 December 2015 17:47

Обязательный спецкурс для студентов четвертого курса нашей кафедры.
Читается в течении года, лектор Ольга Сергеевна Смирнова

В курсе освещаются равномерно наиболее мощные критерии, информационная теория, байесовские методы, методы последовательного анализа и другие разделы математической статистики, не освещающиеся в общем курсе.

Программу и материалы курса можно найти в разделе Учебные материалы

Дополнительные главы случайных процессов

Saturday, 26 December 2015 17:47

Обязательный спецкурс для студентов четвертого курса нашей кафедры.
Читается в течении года, лекторы Валерий Иванович Афанасьев и Борис Маркович Гуревич

В первой половине курса освещаются основные положения теории случайных процессов: распределение случайных элементов, их сходимость по распределению, результаты о сходимости случайных процессов к винеровскому и пуассоновскому процессам. 

Во второй половине курса освещаются теория мартингалов, стохастическое интегрирование и стохастические дифференциальные уравнения, а также другие разделы теории случайных процессов, не освещающиеся в общем курсе.

Программу и материалы курса можно найти в разделе Учебные материалы

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