Doktorské studium M4 Pravděpodobnost a matematická statistika

STP156 Seminář z pravděpodobnosti pro doktorandy II, 0/2 Z (Beneš)

Program semináře:

Referáty z knihy K. Sató: Lévy processes and infinitely divisible distributions.

20.2. Šokirov, 27.2. Honzl, 6.3. Honzl/Kaluža, 13.3. Kaluža,

20.3. Karlová, 27.3. Kraus, 3.4. Staněk, 10.4. Frcalová,

17.4. Prokop, 24.4. Helisová

V květnu bude v rámci semináře uskutečněn kurs časo-prostorových bodových procesů pod vedením prof. D. Vere-Jonese (Nový Zéland):

Course on spatio-temporal point processes, SSLib package and seismic applications

D. Vere-Jones, D. S. Harte (Statistics Research Associates, Wellington)

The course involves selected topics for space-time modeling and statistics of point processes. Associated software SSLib procedures will be presented for fitting and simulating point processes. Real data on seismic events will be evaluated as examples of applications.

Schedule and Lecture Outline:

10.5. at 14.30-16 (DVJ) Time, space, and space-time point processes: general ideas and classes of processes.

15.5. at 14-15.30 (DVJ) Moment structure and Palm theory for stationary space-time processes.

22.5. at 14-15.30 (DVJ) Conditional intensities, likelihoods and prediction: examples and applications.

24.5. at 14.30-16 (DSH) The point process modules in SSLIB: programming structures and examples

The course takes place in the Seminar room of the Department of Probability and Mathematical Statistics, MFF UK, Sokolovská 83, Praha 8

19.2.2007 Prof. RNDr. Viktor Beneš, DrSc.