Mathematics 6C

Lecturer:

Tutor:

Supervisor:

Department of Mathematics

Synopsis:

Normal probability distributions, t-distribution. Point estimates of parameters. Maximum likelihord method. Testing hypotheses about means and variance of normal distribution. Interval of reliability. Boundary value problems for Laplace and Poisson equations. Legendre polynomials and spherical functions. Helmholtz equation. Parabolic and hyperbolic equations. Stochastic processes. Covariance and correlation function of stochastic processes. Stationary and ergodic processes. Spectral decomposition, envelope method.

Requirements:

Syllabus of lectures:

1. Normal probability distributions, t-distribution

2. Point estimates of parameters

3. Maximum likelihord method

4. Testing hypotheses about means and variance of normal distribution

5. Interval of reliability

6. Boundary value problems for Laplace and Poisson equations

7. Legendre polynomials and spherical functions

8. Helmholtz equation

9. Parabolic and hyperbolic equations

10. Stochastic processes

11. Covariance and correlation function of stochastic processes

12. Stationary and ergodic processes

13. Spectral decomposition, envelope method

Syllabus of tutorials:

1. Normal probability distributions, t-distribution

2. Point estimates of parameters

3. Maximum likelihord method

4. Testing hypotheses about means and variance of normal distribution

5. Interval of reliability

6. Boundary value problems for Laplace and Poisson equations

7. Legendre polynomials and spherical functions

8. Helmholtz equation

9. Parabolic and hyperbolic equations

10. Stochastic processes

11. Covariance and correlation function of stochastic processes

12. Stationary and ergodic processes

13. Spectral decomposition, envelope method

Study Objective:

Study materials:

[1] M. K. Ochi: Applied Probability & Stochastic Processes in Engineering. Wiley 1989.

Note:

Further information:

No time-table has been prepared for this course

The course is a part of the following study plans:

• Elektronika-inženýrský blok (compulsory course)
• Radioelektronika-inženýrský blok (compulsory course)
• Telekomunikační technika-inženýrský blok (compulsory course)
• Radioelektronika-inženýrský blok (compulsory course)
• Elektronika-inženýrský blok (compulsory course)
• Telekomunikační technika-inženýrský blok (compulsory course)