Stohastic Processes and Systems
Course title: Stohastic Processes and Systems
Code: FEIT08L009
Number of credits (ECTS): 6
Weekly number of classes: 3+2+1+0
Prerequisite for enrollment of the subject: Passed: Mathematics 1, 2, Taken course: Mathematics for Computer Engineering
Course goals/Competences: Introducing basic concepts of probability theory, random processes and systems. Development of analytical thinking, critical skills, ability to learn.
Total available number of classes: 180
Curriculum: Classical definition of probability. Conditional and unconditional events. Discrete random variables. Continuous random variables. Distributions. Moment generating functions. Limit theorems. Random processes-general terms. Markov chains. Poisson process. Generalization of the Poisson process. Waiting systems.
Literature:
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Literature |
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Compulsory literature |
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No. |
Author |
Title |
Publisher |
Year |
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1 |
Kishor Trivedi |
Probability and Statistics with Reliability, Queuing, and Computer Science Applications, Second Edition |
John Wiley and Sons, New York |
2001 |
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2 |
Sheldon Ross |
Introduction to Probability models |
Academic Press |
2009 |
