Welcome,
Guest
.
Login
.
Türkçe
NİNOVA
COURSES
HELP
ABOUT
Where Am I:
Ninova
/
Courses
/
Institute of Informatics
/
BBL 501E
/
Course Informations
Return to Faculty
Home Page
Course Information
Course Weekly Lecture Plan
Course Evaluation Criteria
Course Information
Course Name
Turkish
Olasılık&Rasgele Süreçler
English
Probability&Stochastic Proces.
Course Code
BBL 501E
Credit
Lecture
(hour/week)
Recitation
(hour/week)
Laboratory
(hour/week)
Semester
-
3
3
-
-
Course Language
English
Course Coordinator
Uluğ Bayazıt
Course Objectives
Course Description
Random experiments, axioms of probability, techniques of counting,
conditional probability, independence, sequential experiments.
Random variables, probability distributions, some important random variables: Bernoulli, binomial, geometric, Poisson, uniform, exponential, Gaussian, gamma. Functions of random variables, expected values, Chebyshev inequality, characteristic functions.
Multiple random variables, joint cdf's and pdf's, independence, conditional probability and conditional expectation, functions of several random variables, expected values of functions of vector random variables, multidimensional Gaussian random variables.Sums of random variables, the law of large numbers, the central limit theorem.
Random processes, distributions, mean, autocorrelation, autocovariance, some important random processes: sum, binomial counting, random walk, Poisson,
Wiener, Brownian motion. Stationary random processes, derivatives and integrals
of random processes, time averages of random processes and ergodic theorems.
Power spectral density, response of linear systems to random signals.
Course Outcomes
Pre-requisite(s)
Required Facilities
Other
Textbook
Other References
Courses
.
Help
.
About
Ninova is an ITU Office of Information Technologies Product. © 2024