Home  »  Institute of Science »  Ph.D. on Industrial Engineering

COURSE UNIT TITLECOURSE UNIT CODESEMESTERTHEORY + PRACTICE (Hour)ECTS
STOCHASTIC PROCESSES END615 - 3 + 0 10

TYPE OF COURSE UNITCompulsory Course
LEVEL OF COURSE UNITDoctorate Of Science
YEAR OF STUDY-
SEMESTER-
NUMBER OF ECTS CREDITS ALLOCATED10
NAME OF LECTURER(S)Professor İmdat Kara
LEARNING OUTCOMES OF THE COURSE UNIT 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
PRE-REQUISITES OF THE COURSENo
RECOMMENDED OPTIONAL PROGRAMME COMPONENTNone
COURSE DEFINITION
COURSE CONTENTS
WEEKTOPICS
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
RECOMENDED 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 METHODSExperiment,Problem Solving,Questions/Answers,Lecture
ASSESSMENT METHODS AND CRITERIA
 QuantityPercentage(%)
Mid-term135
Assignment18
Project17
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 exam122
Preparation for Quiz
Individual or group work1412168
Preparation for Final exam12525
Course hours14342
Preparation for Midterm exam12525
Laboratory (including preparation)
Final exam122
Homework21428
Total Workload292
Total Workload / 309,73
ECTS Credits of the Course10
LANGUAGE OF INSTRUCTIONTurkish
WORK PLACEMENT(S)No
  

KEY LEARNING OUTCOMES (KLO) / MATRIX OF LEARNING OUTCOMES (LO)
LO1LO2LO3LO4
K1  X   X   X   X
K2  X   X   X   X
K3    X     X
K4       
K5       
K6       
K7       
K8       
K9       
K10       
K11