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Course Information

Course Name
Turkish Olasılık&Rasgele Süreçler
English Probability&Stochastic Proces.
Course Code
BBL 501E Credit Lecture
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
Required Facilities
Other References
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