PROBABILITY THEORY AND STOCHASTIC PROCESSES

Course Description

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PROBABILITY THEORY AND STOCHASTIC PROCESSES

Evaluation Tools (Active Term)

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Course outcomes

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Course Syllabus

Reference Books & Course Materials

1. 01 Alberto Leon-Garcia, Probability, Statistics, and Random Processes for Electrical Engineering, 3rd Edition, Pearson.
2. 02 Ronald E. Walpole, Raymond H. Myers, Sharon L. Myers, Keying Ye, Probability & Statistics for Engineers & Scientists, 9th Edition, Pearson.

Learning Outcomes

1. L01 Apply the concepts of probability, conditional probability and conditional expectations.
2. L02 Calculate probabilities, moments and other related quantities based on given distributions.
3. L03 Understand and apply the laws of large numbers and central limit theorems.
4. L04 Understand and apply martingale limit theory.
5. L05 Understand and apply Brownian motion model.

Program Outcomes

1. 1. Critically evaluates current and advanced knowledge in civil engineering and makes original contributions that expand the boundaries of the field.
2. 2. Identifies complex engineering problems, develops new methods or models, and scientifically validates them.
3. 3. Analyzes existing theories, methods, and applications in depth and applies them to new areas of research.
4. 4. Designs, conducts, and interprets independent scientific research within disciplinary or interdisciplinary contexts.
5. 5. Plans, executes, and completes original research in accordance with principles of scientific ethics and integrity.
6. 6. Designs and develops innovative systems, processes, or methodologies in the field of civil engineering.
7. 7. Evaluates scientific, technological, social, and environmental developments in the field and proposes sustainable engineering solutions.
8. 8. Effectively uses and develops advanced computational, modeling, and simulation techniques in civil engineering applications.
9. 9. Critically reviews national and international scientific literature in the field and produces original scholarly publications.
10. 10. Communicates scientific research and its results effectively through written, oral, and visual means in national and international contexts.
11. 11. Demonstrates leadership in interdisciplinary research environments, initiates new collaborations, and manages research teams.
12. 12. Utilizes knowledge and expertise for the benefit of society, evaluates the ethical, social, and environmental impacts of engineering practices, and makes responsible decisions.

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