Course Information

Course Name	Turkish	Olasılık Kuramı&Rastlan.Süreçl
	English	Probability Theory and Stochastic Processes
Course Code	KOM 505	Credit	Lecture (hour/week)	Recitation (hour/week)	Laboratory (hour/week)
Semester	1	3	3	-	-
Course Language		Turkish
Course Coordinator		Müjde Güzelkaya
Course Objectives		1.To improve the knowledge of students on probability theory, 2.To train students on random processes and related properties, 3.To provide a basis for the solution of the engineering problems involving stochastic structure, 4.To provide practice for developing critical thinking skills and solving open ended problems.
Course Description		Random variables, distribution function, probability mass and density functions; multivariate random variables, joint distributions, functions of random variables, conditional distributions; expected value, moments and related concepts; moment generating function, characteristic function; some special continuous and discrete distributions; random processes, basic definitions, stationary and independent processes, ergodicity; Poisson, Wiener, Gauss, Markov processes; the concepts of stochastic continuity, derivative, integral; the concept of power spectrum.
Course Outcomes		I. Random variables and related functions, II. Multivariate random variables, joint distributions and conditional distributions, III. The expected value, moments and related concepts, IV. Special continuous and discrete random distributions and their properties, V. The concept of random processes and related definitions, VI. Stationary and independent processes and ergodicity, VII. Poisson, Wiener, Gauss, Markov processes and their properties, VIII. The concepts of stochastic continuity, derivative and integral, IX. The concept of power spectrum.
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