Faculty of Technical Sciences

Subject: Large deviations principles (17.D0M51L)

Native organizations units: Department of Fundamentals Sciences
General information:
 
Category Professional-applicative
Scientific or art field Teorijska i primenjena matematika
Interdisciplinary Yes
ECTS 10
Educational goal:

The objective of the course is to acquire basic knowledge in the field of large deviations principle. Student should be able to apply the acquired knowledge from the field of large deviations principle in in image processing, statistical mechanics, encoding theory.

Educational outcome:

Student should acquire basic knowledge from the large deviation theory and the large deviations of processes on three levels. The students can use the acquired knowledge in engineering subjects and in practice, to develop and solve mathematical models using the knowledge of large deviations theory.

Course content:

The course content includes the following topics. 1) Probability theory 2) Stochastic processes 3) Definition of large deviations principles 4) Large deviation principle for stochastic process 5) Some applications of large deviations principles

Teaching methods:

Lectures. Consultations. The lectures are organized in combined form. The presentation of the theoretical part is followed by the corresponding examples which contribute to better understanding of the theoretical part. In addition to lectures there are regular consultations. A students writes a seminar paper in the filed of application of large deviation theory in the field of their scientific interest and gives an oral presentation related to it. Through study and research work a student works independently on getting deeper understanding of the subject matter through study of the scientific journals and other relevant literature. Working with the course teacher, the students are prepared for independent work on writing a scientific paper.

Literature:
Authors Title Year Publisher Language
Mališić, J. Slučajni procesi 1989 Građevinska knjiga, Beograd Serbian language
Billingslay, P. Probability and Measure 1986 John Wiley & Sons, New York English
A. Dembo, O. Zeitouni, Large Deviation Techniques and Applications 1988 Springer English
J. Feng, T.G.Kurtz Large Deviation for Stohastic Processes 2006 American Mathematical Society English
Knowledge evaluation:
Course activity Pre-examination Obligations Number of points
Theoretical part of the exam No Yes 70.00
Term paper Yes Yes 30.00
Lecturers:
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doc. dr Duraković Nataša

Assistant Professor

Study research work

prof. dr Grbić Tatjana

Full Professor

Lectures

prof. dr Grbić Tatjana

Full Professor

Study research work
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doc. dr Duraković Nataša

Assistant Professor

Lectures
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prof. dr Mihailović Biljana

Full Professor

Study research work
API Image

prof. dr Mihailović Biljana

Full Professor

Lectures

Faculty of Technical Sciences

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Contact:

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(+381) 21 6350 413

Fax : (+381) 21 458 133
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© 2024. Faculty of Technical Sciences.