| 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;
- Should describe the stochastical processes and do the analyses depended on probabilistic processes o the basic statistical analyses and interpret the results.
|
| Mode of Delivery | Face to face |
|---|
| Prerequisites | No |
|---|
| Recommended Optional Programme Components | There is no recommended optional programme component for this course. |
|---|
| Course Description | Basis of probability, discrete, continuous and random variables, expectations, conditional probability, basic statistical methods, generation functions, limit theorems, stochastic processes, Markov processes, queuing theory, Brownian motion, martingales, representation of martingales, Ito lemma, change of probability, stokastik differential equations, applications. |
|---|
| Course Contents |
| WEEK |
TOPICS |
|
1st Week |
Stochastic processes and probability |
|
2nd Week |
Classification of stochastic processes |
|
3rd Week |
Markov Processes |
|
4th Week |
Markov Processes |
|
5th Week |
Markov Chain and Applications |
|
6th Week |
Markov Chain and Applications |
|
7th Week |
Markov Chain and Applications |
|
8th Week |
MID TERM |
|
9th Week |
Random walk models, Birth-death processes |
|
10th Week |
Random walk models, Birth |
|
11th Week |
Random walk models, Birth |
|
12th Week |
Birth-death processes |
|
13th Week |
Renewal processes |
|
14th Week |
Renewal processes |
|
| Recommended or Required Reading | Introduction to Probabilistic Processes, İnal, C. Hacettepe University Publications
Operations Research, Applications and Algorithms, Third Adition, Winston, W.L.
|
|---|
| Planned Learning Activities and Teaching Methods |
- Lecture
- Questions/Answers
- Problem Solving
- Other
|
|---|
| Assessment Methods and Criteria |
|
Quantity |
Percentage (%) |
| Mid-term |
1 |
30 |
| Assignment |
5 |
10 |
| Project |
1 |
10 |
| Total(%) |
|
50 |
| Contribution of In-term Studies to Overall Grade(%) |
|
50 |
| Contribution of Final Examination to Overall Grade(%) |
|
50 |
| Total(%) |
|
100 |
|
| Language of Instruction | Turkish |
|---|
| Work Placement(s) | No |
|---|
