Course Information

Course Name	Turkish	Olasılık ve Rassal Süreçler
	English	Probability & Stochastic Processes
Course Code	BBL 501E	Credit	Lecture (hour/week)	Recitation (hour/week)	Laboratory (hour/week)
Semester	-	3	3	-	-
Course Language		English
Course Coordinator		Mehmet Akif Yazıcı
Course Objectives		1) Teaching probability theory 2) Teaching stochastic processes 3) Providing a solid foundation for other courses involving probabilistic applications
Course Description		Counting, elementary set theory, probability axioms, conditional probability, independence, discrete random variables, pmf, continuous random variables, cdf, pdf, moments, conditional distributions, functions of random variables, multiple random variables, jointly Gaussian vectors, probabilistic inequalities, laws of large numbers, central limit theorem, characteristic function, generating function and transform methods, stochastic processes, discrete-time processes, mean, auto-correlation, stationarity, cross-correlation, Poisson, Markov, Gaussian and Wiener processes, power spectral density, ergodicity, response of linear systems to random signals
Course Outcomes		Students who pass the course will have knowledge about: 1) probability theory 2) useful probability distributions and stochastic processes 3) probabilistic methods 4) stochastic processes 5) behavior of stochastic processes in linear systems
Pre-requisite(s)		Basic level algebra, calculus, and linear system theory
Required Facilities
Other
Textbook		Leon-Garcia, A. (2008). Probability, Statistics, and Random Processes for Electrical Engineering. Pearson Prentice Hall
Other References		[1] Kay, S. M. (2006). Intuitive Probability and Random Processes Using MATLAB. Springer. [2] Papoulis, A., Pillai, S. U. (2002). Probability, Random Variables and Stochastic Processes. McGraw-Hill. [3] Ibe, O. (2014). Fundamentals of Applied Probability and Random Processes. Elsevier. [4] Ross, S. M. (2013). A First Course in Probability. Pearson.

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