GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
STOCHASTIC PROCESS/1790045
Course Title: STOCHASTIC PROCESS
Credits 3 ECTS 7.5
Semester 1 Compulsory/Elective Elective
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Assoc. Prof. Sibel ATAN
 -- WEB SITE(S) OF LECTURER(S)
  http://websitem.gazi.edu.tr/site/sduman
 -- EMAIL(S) OF LECTURER(S)
  sduman@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Stochastic system to define, model and the system will gain the ability to analyze a problem in other
Poisson and renewal processes; discrete and continuous Markov processes; tail, reliability, inventory, production, and telecommunications application
Classification of stochastic processes. Mean value, variance, covariance and correlation functions of the comments.






 -- MODE OF DELIVERY
  The mode of delivery of this course is Face to face
 -- PREREQUISITES AND CO-REQUISITES
  There is no prerequisite or co-requisite for this course.
 -- RECOMMENDED OPTIONAL PROGRAMME COMPONENTS
  There is no recommended optional programme component for this course.
 --COURSE CONTENT
1. Week  Probability spaces and some basic properties
2. Week  Expansion theorem; Borel cantelli lemmas and 0-1 law
3. Week  Random variable; Random vectors
4. Week  Conditional distributions and conditioning with expected value and probability account
5. Week  Stochastic processes; Classification of stochastic processes; Orbits; Finite-dimensional distributions family
6. Week  The probability distribution on the space of orbits, and Kolmogorov's theorem
7. Week  Stochastic processes, mean value, variance, covariance and correlation functions; Processes, independent and stable Counting processes; Bernoulli pro
8. Week  Midterm
9. Week  Poisson processes and karekterizasyonları; Poisson processes arrivals and waiting time distributions
10. Week  Arrival times counting a finite number of conditional distribution and poisson processes, regardless of the process
11. Week  Non-homogeneous poisson processes and States; Markov chain; Markov property
12. Week  Chapman-Kolmogorov equations and transition possibilities; Steady state entries; The first entry in the times and in one case found in numbers in the
13. Week  Markov chains asymptotic properties; Continuous parameter alien markov chains
14. Week  Two-State markov processes; Birth and death processes
15. Week  Project Slayt
16. Week  Final Exam
 -- RECOMMENDED OR REQUIRED READING
  Ross, S.M., 2000; Introduction to Probability Models, Academic Press. Çınlar, E., 1975; Introduction to Stochastic Processes, Prentice-Hall. Khaniyev, T., 2003; Markov Zincirleri, Karadeniz Teknik Üniversitesi Matbaası.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Lecture, Question & Answer, Demonstration, Drill - Practise
 -- WORK PLACEMENT(S)
  No
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
40
 Assignment
0
0
 Exercises
0
0
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
40
 Contribution of Final Examination to Overall Grade  
60
 -- WORKLOAD
 Efficiency  Total Week Count  Weekly Duration (in hour)  Total Workload in Semester
 Theoretical Study Hours of Course Per Week
14
2
28
 Practising Hours of Course Per Week
14
2
28
 Reading
14
2
28
 Searching in Internet and Library
10
2
20
 Designing and Applying Materials
0
 Preparing Reports
0
 Preparing Presentation
0
 Presentation
0
 Mid-Term and Studying for Mid-Term
2
20
40
 Final and Studying for Final
2
20
40
 Other
0
 TOTAL WORKLOAD: 
184
 TOTAL WORKLOAD / 25: 
7.36
 ECTS: 
7.5
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
1Having the professional expertise and skills on theoretical and practical aspect of operational research.X
2Having skills for comprehension, application and evaluation about terms and basic theory of operational research.X
3Having appropriate behavior of operational researchin the field of social, scientific, cultural and ethical values, applicability of gained knowledge and skills in accordance with the principle of responsibility to social and working life.X
4Having qualities for professional competence in order to work in career fields such as planning assistant specialist or working department of research-development in public institutions and organizations, the private sector and civil society organizationsX
5Having knowledge about other disciplines such as managements, finance, industrial engineering, mathematics and economics related to econometrics.X
6Having skills about selecting, using and evaluating appropriate mathematical programming methods, based on theoretical and practical knowledge acquired in the field related to the current problems.X
7Having skills to work with the team for reach fruitful results in interdisciplinary and interdisciplinary studies.X
8Having knowledge of research methods in the field of institutions and organizations planning projects, managing in order to conduct independent research.X
9Having qualities foranalytical thinking, prospecting and bringing scientific solutions to problems as a researcher.X
10Using some of the basic operational researchsoftware programs and having skills about information system related to the fields in working life.X