Akademik Dersler - Tanıtım


Code - Course Title	İST522 - Stochastic Processes
Course Type	Required Courses
Language of Instruction	Türkçe
Laboratory + Practice	3+0
ECTS	7.5
Course Instructor(s)
Mode of Delivery	The mode of delivery of this course is face to face
Prerequisites	Probability theory
Courses Recomended
Required or Recommended Resources	Sheldon M. Ross,(1996), Stochastic processes, Second Edition, John Wiley & Sons, Inc.;H.M. Taylor, S. Karlin , (1998) An introduction to stochastic modeling., Third Edition, Academic Press.
Recommended Reading List	I. Gikhman, A. Skorokhod (1996) , Introduction to the theory of random processes, Dover Publications.,S. Ghahramani, (2005)Fundamentals of probability with stochastic processes, Third Edition, Prentice Hall.
Assessment methods and criteria	1st Midterm (written examination consisting of open ended problems): 25 %homework (written): 10%project: 25%Final (written examination consisting of open ended problems ): 40%
Work Placement	Not Applicable
Sustainability Development Goals

Weeks	Topics
Week - 1	Multi-Dimensional Stochastic Variables.
Week - 2	Expected Value of Random Variables
Week - 3	Moment Generating Functions.
Week - 4	Characteristic Functions.
Week - 5	Limit theorems in probability theory.
Week - 6	Conditional probability and conditional distribution functions.
Week - 7	Random Sums and Laplace Transformations of probability distrubutions.
Week - 8	Stochastic processes. Markov chains with discrete parameter and continuous parameter.
Week - 9	Transition probabilities and transition matrix.
Week - 10	Poisson process.
Week - 11	Gaussian Process
Week - 12	Birth and Death Processes.
Week - 13	Queuing Theory and Models.

Assessment Method and Passing Requirements
	Quamtity	Percentage (%)
Toplam (%)		0