| TYPE OF COURSE UNIT | Elective Course |
| LEVEL OF COURSE UNIT | Master's Degree With Thesis |
| YEAR OF STUDY | - |
| SEMESTER | - |
| NUMBER OF ECTS CREDITS ALLOCATED | 10 |
| NAME OF LECTURER(S) | Professor Berna Dengiz
|
| LEARNING OUTCOMES OF THE COURSE UNIT |
At the end of this course, the students;
1) Define stochastic processes
2) Develop a model for the stochastic processes
|
| MODE OF DELIVERY | Face to face |
| PRE-REQUISITES OF THE COURSE | No |
| RECOMMENDED OPTIONAL PROGRAMME COMPONENT | |
| COURSE DEFINITION | |
| COURSE CONTENTS | | WEEK | TOPICS |
|---|
| 1st Week | Probability Theory | | 2nd Week | Probability Spaces | | 3rd Week | Production functions and branch processes | | 4th Week | Simple random walk | | 5th Week | Bernoulli processes | | 6th Week | Discrete-time Markov chains | | 7th Week | Discrete-time Markov chains | | 8th Week | MIDTERM | | 9th Week | Poisson processes | | 10th Week | Continuous-time Markov chains | | 11th Week | Markovian decision process | | 12th Week | Markovian decision process applications | | 13th Week | Markovian decision process applications | | 14th Week | Project presentation |
|
| RECOMENDED OR REQUIRED READING | Barry L. Nelson, Stochastic Modelling, Analysis and Simulation. Mc Graw Hill, USA,1995.
J. Wiley Lawler, G.F. (2000), Introduction to Stochastic Processes, Chapmann&Hall/CRC Probability. |
| PLANNED LEARNING ACTIVITIES AND TEACHING METHODS | Lecture,Questions/Answers,Presentation |
| ASSESSMENT METHODS AND CRITERIA | | | Quantity | Percentage(%) |
|---|
| Mid-term | 1 | 35 | | Quiz | 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 WORKLOAD |
| Activities |
Number |
Hours |
Workload |
| Midterm exam | 1 | 2 | 2 | | Preparation for Quiz | 1 | 14 | 14 | | Individual or group work | 14 | 13 | 182 | | 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 | 1 | 14 | 14 | | Total Workload | | | 306 |
|---|
| Total Workload / 30 | | | 10,2 |
|---|
| ECTS Credits of the Course | | | 10 |
|---|
|
| LANGUAGE OF INSTRUCTION | Turkish |
| WORK PLACEMENT(S) | No |
| | |
