Theory of Random Processes - Náhodné procesy - FJFI/CVUT



Exercises:

1st sheet
2nd sheet
3rd sheet



Lecture notes (in Czech):
1. part
2. part
3. part
4. part
5a. part
5b. part
6. part
Spektrální rozklad
Kolmogorovy rovnice
Yule process
Variation of the Wiener process
Časové řady
MM3, MM-inf

Pavliotis, Quantum Markov Chains

Video (in Czech) is available at
https://kmlinux.fjfi.cvut.cz/~vybirja2/NAH-2023
followed by l1.mp4.