National Repository of Grey Literature 3 records found  Search took 0.00 seconds. 
Random walk
Baňasová, Barbora ; Omelka, Marek (advisor) ; Dostál, Petr (referee)
Random walk is a well-known mathematical model used in various scientific fields. The aim of this thesis is to explain and to show the relation between the basic characteristics of simple random walk. The paper summarizes theoretical knowledge concerning this mathematical model in terms of its symmetrical or asymmetrical version. It deals with the derivation of absorbing probabilities, probability of the first and repeated return to origin and clasification of simple random walk states. The final part presents random walk in a wider perspective as a martingale. The conditions under which a random walk equals a martingale are established as well. It is also shown how it is possible to apply this more general mathematical structure on the model of random walk.
Random walk
Baňasová, Barbora ; Omelka, Marek (advisor) ; Dostál, Petr (referee)
Random walk is a well-known mathematical model used in various scientific fields. The aim of this thesis is to explain and to show the relation between the basic characteristics of simple random walk. The paper summarizes theoretical knowledge concerning this mathematical model in terms of its symmetrical or asymmetrical version. It deals with the derivation of absorbing probabilities, probability of the first and repeated return to origin and clasification of simple random walk states. The final part presents random walk in a wider perspective as a martingale. The conditions under which a random walk equals a martingale are established as well. It is also shown how it is possible to apply this more general mathematical structure on the model of random walk.
Maternity
VOJTÍŠKOVÁ, Tereza
In its theoretical part, this thesis describes various principles and seeks new forms more or less dependent upon visual reality, which helped find a way to execution of the practical part.

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