Subject: Probability and Stochastic Processes
(06 -
E224A) Basic Information
Course specification
Course is active from 01.10.2005.. Enabling students to develop abstract thinking and acquire basic knowledge in the field of probability and random processes. Ability to use the acquired knowledge in further education in engineering subjects so as to postulate and solve mathematical models in the field of probability and random processes.
. Basic definitions in probability, conditional probability and Bayes’ formula. Random variable of continuous and discrete type, distribution function. Two-dimensional random variable. Conditional distribution. Numerical properties – expectation, dispersion, covariance, correlation. Random processes – general terms. Markov chains and processes, the processes of birth and death, mass servicing systems. Lectures; Numerical calculation practice. Consultations. Lectures are combined. In lectures, theoretical part of the course is taught followed by typical examples for better understanding. In practice, which accompanies lectures, typical problems are solved and knowledge from the lectures is deepened. Besides lectures and practice, consultations are held on a regular basis. Part of the course, presenting a logical whole, can be passed during the teaching process in the form of the following 3 modules (the first module: theory of probability, the second module: random variable, the third module: random processes). Oral part of the examination is optional.
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