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Course Information
Course Name
Turkish
olasılık teorisi ve rassal süreçler
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
Mustafa Doğan
Gökçen Devlet Şen
Course Objectives
1 To develop students' knowledge of probability theory,
2 To educate students on random processes and related features,
3 To prepare a basis for the solution of engineering problems in random structure,
4 Providing the opportunity to develop critical thinking skills and increase their ability to solve open problems.
Course Description
Random variables, distribution functions, probability and density functions; multidimensional random variables, combined distributions, functions of random variables, conditional distributions; expected value, moments and related concepts; moment generating functions, characteristic functions; some special continuous and discrete distributions; random processes and their classification, basic definitions, stationary and independent processes, ergodicity; Poisson, Wiener, Gauss, Markov processes; concepts of random continuity, derivative, integral; power spectrum concept.
Course Outcomes
Pre-requisite(s)
Required Facilities
Other
Textbook
1 Yates, R. D. ve Goodman, D. (2005). Probability and Stochastic Processes: A Friendly Introduction for
Electrical and Computer Engineers. John Wiley and Sons.
2 Hsu, H. (2010). Probability, Random Variables, and Random Processes (Second Edition). McGraw- Hill
(Schaum's Outline Series).
3 Leon-Garcia, A. (2008). Probability, Statistics, and Random Processes For Electrical Engineering (Third
Edition). Prentice Hall.
4 Krishnan, V. (2006). Probability and Random Processes. Wiley-Interscienc.
5 Papoulis, A. (1991). Probability, Random Variables and Stochastic Processes (Third Edition). McGrawHill.
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