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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 - -
Course Language English
Course Coordinator Hakan Ali Çırpan
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.
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 M.Sc./Ph.D. students who successfully pass this course gain knowledge, skill and competency in the following subjects;

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.
Pre-requisite(s)
Required Facilities
Other
Textbook 1. R. D. Yates, D. Goodman, Probability and Stochastic Processes: A Friendly Introduction for Electrical and Computer Engineers , John Wiley and Sons, 2005.
Other References Alberto Leon-Garcia, Probability, Statistics, and Random Processes For Electrical Engineering, Prentice Hall, Third Edition, 2008.


A. Papoulis, Probability, Random Variables and Stochastic Processes, McGraw-Hill , Third Edition,1991.
 
 
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