| Course Type | Elective Course |
|---|
| Course Level | Master's Degree With Thesis |
|---|
| Year of Study | - |
|---|
| Semester | - |
|---|
| ECTS | 10 |
|---|
| Name of Lecturer(s) |
|
| Learning Outcomes |
At the end of this course, the students;
- Define stochastic processes
- Develop a model for the stochastic processes
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | |
|---|
| Course Description | |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Probability Theory |
|
2nd Week |
Probability Spaces |
|
3rd Week |
Production functions and branch processes |
|
4th Week |
Simple random walk |
|
5th Week |
Bernoulli processes |
|
6th Week |
Discrete-time Markov chains |
|
7th Week |
Discrete-time Markov chains |
|
8th Week |
MIDTERM |
|
9th Week |
Poisson processes |
|
10th Week |
Continuous-time Markov chains |
|
11th Week |
Markovian decision process |
|
12th Week |
Markovian decision process applications |
|
13th Week |
Markovian decision process applications |
|
14th Week |
Project presentation |
|
| Recommended or Required Reading | Barry L. Nelson, Stochastic Modelling, Analysis and Simulation. Mc Graw Hill, USA,1995.
J. Wiley Lawler, G.F. (2000), Introduction to Stochastic Processes, Chapmann&Hall/CRC Probability. |
|---|
| Planned Learning Activities and Teaching Methods |
- Lecture
- Questions/Answers
- Presentation
|
|---|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
35 |
| Quiz |
1 |
8 |
| Project |
1 |
7 |
| Total(%) |
|
50 |
| Contribution of In-term Studies to Overall Grade(%) |
|
50 |
| Contribution of Final Examination to Overall Grade(%) |
|
50 |
| Total(%) |
|
100 |
|
| ECTS Allocated Based on Student Workload |
| Activities |
Quantity |
Duration (Hour) |
Total Workload (Hour) |
| Midterm exam |
1 |
2 |
2 |
| Preparation for Quiz |
1 |
14 |
14 |
| Individual or group work |
14 |
13 |
182 |
| Preparation for Final exam |
1 |
25 |
25 |
| Course hours |
14 |
3 |
42 |
| Preparation for Midterm exam |
1 |
25 |
25 |
| Laboratory (including preparation) |
|
|
|
| Final exam |
1 |
2 |
2 |
| Homework |
1 |
14 |
14 |
| Total Work Load | 306 |
| Total Work Load / 30 (h) | 10.2 |
| ECTS Credit of the Course | 10 |
|
| Language of Instruction | Turkish |
|---|
| Work Placement(s) | No |
|---|
