Limitní věty v pravděpodobnosti, rychlost konvergence

Abstract

Na/cv hakalarskc pracc: I.imilni vcty v pravdepodobnosti. nchlost komergencc Aulor: Barbora Ilejinova Katcdra (ustav): Katcdra pravdepodobnosti a malematicke suuislik) Vcdouci bakalarskc pracc: Mur. Michal Kupsa. Ph.I) e-mail \cdoLiciho: kups;i u; utia.c.is.c/ Ahsuaki: Centralni limiini vcta so Casio uvadi pro nc/a\islc nahodne velicinv. Obsahcin tclo pracc, jc uka/at variantu ccniralni limitni vct> pro no xccla nc/a\isic vcliciny. Tuto vclu hudu ovcro\'at pro crgodickc striktnc stacionarni V1arkovo\ rctc/cc s konccnou mno/inou slavu. Na /.a\'0r pracc /formuluji ("I.V, ktcra plati pro l>to rclc/cc s dvouprvko\ou mno/inou sta\u. KliOova slova: Ccniralni limitni vela, Murkovux fclc/cc. Mixujici proccs I'iilc: Limit theorem in prohabilii\ speed of Author: liarbora llcjniova Department: Dcpariment od probabilit) and Mathematical Statistic Supervisor: Mgr. Michal Kupsa, Ph.I) Supervisor's e-mail adress: kups.u/ utia.eas.e/ Central limit theorem is usu;t!l> formed for indipendcni ideniially distributed random \ariablcs. Purpose of this \\ork is to present version of central limit theorem lor non indipcndent random variables. 1 \sill prose this theorem lor eruodie strictl\y Maiktu chains \\ith Unite set ol" stale. At the end of this \\ork I will ionnu!i/e C ' l . I ' li hi>!ds for iliis chains \\\\\\t set of...

Na/cv hakalarskc pracc: I.imilni vcty v pravdepodobnosti. nchlost komergencc Aulor: Barbora Ilejinova Katcdra (ustav): Katcdra pravdepodobnosti a malematicke suuislik) Vcdouci bakalarskc pracc: Mur. Michal Kupsa. Ph.I) e-mail \cdoLiciho: kups;i u; utia.c.is.c/ Ahsuaki: Centralni limiini vcta so Casio uvadi pro nc/a\islc nahodne velicinv. Obsahcin tclo pracc, jc uka/at variantu ccniralni limitni vct> pro no xccla nc/a\isic vcliciny. Tuto vclu hudu ovcro\'at pro crgodickc striktnc stacionarni V1arkovo\ rctc/cc s konccnou mno/inou slavu. Na /.a\'0r pracc /formuluji ("I.V, ktcra plati pro l>to rclc/cc s dvouprvko\ou mno/inou sta\u. KliOova slova: Ccniralni limitni vela, Murkovux fclc/cc. Mixujici proccs I'iilc: Limit theorem in prohabilii\ speed of Author: liarbora llcjniova Department: Dcpariment od probabilit) and Mathematical Statistic Supervisor: Mgr. Michal Kupsa, Ph.I) Supervisor's e-mail adress: kups.u/ utia.eas.e/ Central limit theorem is usu;t!l> formed for indipendcni ideniially distributed random \ariablcs. Purpose of this \\ork is to present version of central limit theorem lor non indipcndent random variables. 1 \sill prose this theorem lor eruodie strictl\y Maiktu chains \\ith Unite set ol" stale. At the end of this \\ork I will ionnu!i/e C ' l . I ' li hi>!ds for iliis chains \\\\\\t set of...