Course Name Code Semester T+U Hours Credit ECTS
Stochastic Processes ENM 605 0 3 + 0 3 6
 Precondition Courses Recommended Optional Courses Course Language Turkish Course Level Doctorate Degree Course Type Optional Course Coordinator Doç.Dr. SAFİYE SENCER Course Lecturers Doç.Dr. SAFİYE SENCER, Course Assistants Res.Asst. Beyazıt OCAKTAN Course Category Course Objective Giving a general skill and competency about stochastic processes and ability of using stochastic processes to model and solve problems to PhD students Course Content A Review of basic probability concepts, Random variables, Continuous-time stochastic processes, Discrete-time stochastic processes, Basic characteristics of stochastic processes, Poisson processes and its characteristics, Markovian processes, renewal theory
# Course Learning Outcomes Teaching Methods Assessment Methods
1 Learning basic concepts in stochastic processes
2 Achieving the ability of modeling dynamic processes stochastically
3 Improving the ability of analyzing some basic stochastic processes
Week Course Topics Preliminary Preparation
1 A Review of basic probability concepts
2 Discrete random variables: probability and distribution functions
3 Continuous random variables: probability mass functions and distribution functions
4 Expected value, and variance of discrete/continuous random variables
5 Joint distributed random variables, conditional probability and conditional expected value
6 Basic concepts in stochastic processes
7 Stationary and independent increment characteristics
8 Poisson processes and its characteristics
9 Sequential statistics
10 Markovian process: Basic Concepts
11 Discrete-time Markov process with countable and finite state
12 Renewal Processes
13 Renewal Processes (Continue)
14 Renewal Processes (Continue)
Resources
Course Notes
Course Resources
Order Program Outcomes Level of Contribution
1 2 3 4 5
1 The aim of the course is to reach the information in depth and in depth by conducting scientific research in the field of engineering, to evaluate, interpret and apply the information.
2 Ability to complete and apply knowledge by scientific methods using limited or missing data; to integrate information from different disciplines.
3 To be able to construct engineering problems, develop methods to solve them and apply innovative methods in solutions.
4 Ability to develop new and original ideas and methods; develop innovative solutions in system, part or process designs.
5 Ability to design and apply analytical, modeling and experimental research; to analyze and interpret complex situations encountered in this process.
6 Identify the information and data needed, reach them and evaluate them at an advanced level.
7 Leadership in multi-disciplinary teams, developing solutions to complex situations and taking responsibility.
8 To be able to convey the process and results of his / her studies systematically and clearly in written or oral form in national and international environments in or out of that field.
9 Interpreting comprehensive information about modern techniques and methods applied in engineering and their limits.
10 Awareness about new and developing practices of the profession; to examine and learn them when necessary.
11 To understand the social and environmental dimensions of engineering applications and to adapt to the social environment.
12 To observe social, scientific and ethical values in the stages of data collection, interpretation and announcement and in all professional activities.
Evaluation System
Semester Studies Contribution Rate
1. Ödev 15
2. Ödev 15
Total 30
1. Yıl İçinin Başarıya 60
1. Final 40
Total 100