Information Package

Ph.D. on Industrial Engineering

END615

STOCHASTIC PROCESSES

Course Code
END615
Semester
-
Theory+Practice
3 + 0
ECTS
10
Course TypeCompulsory Course
Course LevelDoctorate Of Science
Year of Study-
Semester-
ECTS10
Name of Lecturer(s)
Learning Outcomes

At the end of this course, the students;

  1. To have the theoretical knowledge about the Stochastic modeling techniques.
  2. To be able to select the proper techniques during the analysis and design of of the queue systems those are encountered in the production and service processes.
  3. To be able to choose the appropriate technique for the estimation of the parameters required to solve the problems.
  4. To be able to use the proper technique for the planning and control of service enterprises.
Mode of DeliveryFace to face
PrerequisitesNo
Recommended Optional Programme ComponentsNone
Course Description
Course Contents
WEEK TOPICS
1st Week Probability spaces and classification of stochastic processes
2nd Week Bernoulli Processes
3rd Week Poisson Processes
4th Week Markov chains
5th Week Applications of Markov chains and Limit Theorems
6th Week Applications of Markov chains and Limit Theorems
7th Week Continuous-time Markov chains
8th Week Midterm
9th Week Continuous-time Markov chains
10th Week Renewal theory
11th Week Markovian renewal theory
12th Week Markovian renewal theory
13th Week Stochastic order relations
14th Week Stochastic order relations
Recommended or Required Reading(1) Ross, S. M. (1995). Stochastic Processes. New York.
(2) J. Wiley Lawler, G.F. (2000), Introduction to Stochastic Processes, Chapmann&Hall/CRC Probability.
(3) Papoulis, A., (1991). Probability, Random Variables and Stochastic Processes, Third edition, McGRAW-HILL International, Singapore.
Planned Learning Activities and Teaching Methods
  • Experiment
  • Problem Solving
  • Questions/Answers
  • Lecture
Assessment Methods and Criteria
Quantity Percentage (%)
Mid-term 1 35
Assignment 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
Individual or group work 14 12 168
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 2 14 28
Total Work Load292
Total Work Load / 30 (h)9.73
ECTS Credit of the Course10
Language of InstructionTurkish
Work Placement(s)No
LO1 LO2 LO3 LO4
K1 X X X X
K2 X X X X
K3 X X
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