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Course Information

Course Name
Turkish Olasılık Kuramı ve Rastlantı Süreçleri
English Probability Theory&Stochast.Pr
Course Code
KOM 505E 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 1) probability theory
2) useful probability distributions and stochastic pocesses
3) probabilistic methods
4) stochastic processes
5) behavior of stochastic processes in linear systems
Pre-requisite(s)
Required Facilities
Other
Textbook Leon-Garcia, A. (2008). Probability, Statistics, and Random Processes for Electrical Engineering. Pearson Prentice Hall.
Other References * Kay, S. M. (2006). Intuitive Probability and Random Processes Using MATLAB. Springer.
* Papoulis, A., Pillai, S. U. (2002). Probability, Random Variables and Stochastic Processes. McGraw-Hill.
* Ibe, O. (2014). Fundamentals of Applied Probability and Random Processes. Elsevier.
* Ross, S. M. (2013). A First Course in Probability. Pearson.
 
 
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