GAZI UNIVERSITY INFORMATION PACKAGE - 2019 ACADEMIC YEAR

COURSE DESCRIPTION
STOCHASTIC PROCESSES/İST-306
Course Title: STOCHASTIC PROCESSES
Credits 4 ECTS 8
Semester 6 Compulsory/Elective Compulsory
COURSE INFO
 -- LANGUAGE OF INSTRUCTION
  Turkish
 -- NAME OF LECTURER(S)
  Assoc.Prof.Dr.H. Hasan ÖKCÜ
 -- WEB SITE(S) OF LECTURER(S)
  http://www.websitem.gazi.edu.tr/site/hhorkcu
 -- EMAIL(S) OF LECTURER(S)
  hhorkcu@gazi.edu.tr
 -- LEARNING OUTCOMES OF THE COURSE UNIT
Gaining the usage abilities of the concepts mentioned above with their mathematical properties.
 -- 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  Basic probabilistic concepts
2. Week  Mathematical statistics concepts
3. Week  Bernoulli processes, process of number of successes
4. Week  Process of success times
5. Week  Sums of i.i.d. distributed random variables and their limit behaviour
6. Week  Poisson processes
7. Week  Times of arrivals, recurrence times
8. Week  Decomposition and superposition of Poisson processes
9. Week  Compound and nonstationary Poisson processes
10. Week  Examination
11. Week  Markov chains, examples of Markov chains
12. Week  Visits to a fixed state, first passage times
13. Week  Classification of states
14. Week  Evaluation of potential matrix and ever reaching probabilities matrix
15. Week  Limit distribution
16. Week  Final Exam
 -- RECOMMENDED OR REQUIRED READING
  1. Çınlar E., 1975, Introduction to Stochastic Processes, Englewood Cliffs, N J. 2. Karlin S., Taylor H. E., 1998, An Introduction to Stochastic Modeling, Academic Press. 3. Karlin S., Taylor H. E., 1975, A First Course in Stochastic Processes, Academic Press.
 -- PLANNED LEARNING ACTIVITIES AND TEACHING METHODS
  Expression, answer-questions, presentation.
 -- WORK PLACEMENT(S)
  No
 -- ASSESSMENT METHODS AND CRITERIA
 
Quantity
Percentage
 Mid-terms
1
40
 Assignment
1
10
 Exercises
0
0
 Projects
0
0
 Practice
0
0
 Quiz
0
0
 Contribution of In-term Studies to Overall Grade  
50
 Contribution of Final Examination to Overall Grade  
50
 -- WORKLOAD
 Efficiency  Total Week Count  Weekly Duration (in hour)  Total Workload in Semester
 Theoretical Study Hours of Course Per Week
14
4
56
 Practising Hours of Course Per Week
0
 Reading
10
5
50
 Searching in Internet and Library
10
5
50
 Designing and Applying Materials
0
 Preparing Reports
0
 Preparing Presentation
0
 Presentation
0
 Mid-Term and Studying for Mid-Term
1
10
10
 Final and Studying for Final
1
20
20
 Other
1
5
5
 TOTAL WORKLOAD: 
191
 TOTAL WORKLOAD / 25: 
7.64
 ECTS: 
8
 -- COURSE'S CONTRIBUTION TO PROGRAM
NO
 PROGRAM LEARNING OUTCOMES
1
2
3
4
5
11. The statistical textbooks which include latest information about statistics, equipment and other resources supported by scientific approach on undergraduate level have theoretical and practical knowledge.X
22. Statisticians by using knowledge and skills acquired at bachelor degree level model, analyze, and interpret datasets.X
33. Statisticians identify and analyze the problems with current developments in statistic and also develop solutions based upon researches and proofs.X
44. Statisticians apply theoretical and practical knowledge acquired in Statistics at bachelor degree level to the current problems.X
55. Statisticians have the ability to use computer software and computing technology at the certain level required by statistics field.X
66. Statisticians take responsibility at disciplinary and interdisciplinary studies as an individual or a team member.X
77. Statisticians must have knowledge and ability to follow development in the field of Statistics, and must develop life long-learning attitudes.X
88. By using a foreign language, statistician can keep track of every statistical information, and communicate with colleagues.X
99. Applying the statistical knowledge in the professional sense, statistician has social, scientific, and ethical values.X
1010. A statistician must have the ability to social sensitivity and socialization.X
1111. During the process of inference, a statistician uses time efficiently with the analytical thinking ability.X