Dynamical systems on measures: financial, physical and biological models
- Unit Coordinator: dr hab. Henryk Gacki, prof. PŚ
- ECTS Credits: 5
- Year: 2
- Campus: Silesian University of Technology
- Language: English
- Aims:
Introduction to the concept of independence of probabilistic objects.
The gamma distribution: basic properties and applications
- Content:
- The gamma distribution: basic properties and applications.- Metrics and norms in the space of measures.- Kantorovich-Rubinstein duality theorem.- Markov operators - properties and applications.- Invariant principle.- Lasota's theorem - Lower bounded technique.- Poisson driven stochastic differential equation.
