Course for international guest/part time students
- Faculty
- Faculty of Humanities
- Organization
- BTK Institute of Philosophy
- Code
- BMI-LOTD-515E.04
- Title
- Game theory, decision theory II.: Probability theory and Stochastic process
- Usual semester
- Autumn
- ECTS
- 4
- Language
- Course content
- For the latest version of the syllabus, please visit the Philosophy course catalogue: http://lps.elte.hu/courselist/ 1. Probability Distributions: 1. Definition of a probability space, 2. Random variables (discrete and continuous), 3. Discrete distributions (with examples) and probability mass function, 4. Continuous distributions with special focus on Normal Distributions (with examples), probability density function, and cumulative distribution function, 5. Expectation, variance, standard deviation of probabilistic distribution. 2. Stochastic Process: 1. Definition of a Stochastic process, and other related terminologies (with examples), 2. Introduction to Markov chains, 3. Introduction to random walks, 4. Introduction to Martingales. Background: Basic Probability theory, Basic Calculus (School Level).