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

1. 01 Apply the concepts of probability, conditional probability and conditional expectations.
2. 02 Calculate probabilities, moments and other related quantities based on given distributions.
3. 03 Understand and apply the laws of large numbers and central limit theorems.
4. 04 Understand and apply martingale limit theory.
5. 05 Understand and apply Brownian motion model.

Course Syllabus

Reference Books & Course Materials

1. 01 Probability, Statistics, and Random Processes for Electrical Engineering, Alberto Leon-Garcia
2. 02 Probability & Statistics for Engineers & Scientists, Ronald E. Walpole

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. Based on bachelor's-level qualifications, be able to develop and deepen knowledge at the level of specialization in the same or a different field.
2. Should be able to understand and appreciate the interdisciplinary interactions related to their field.
3. Should be able to apply expert-level theoretical and practical knowledge acquired in their field.
4. Should be able to integrate knowledge from their field with knowledge from other disciplines, interpret it, and generate new knowledge.
5. Should be able to resolve problems encountered in their field through the application of appropriate research methods.
6. Should be able to independently carry out research or professional work that requires expertise in their field.
7. Should be able to develop innovative strategic approaches for resolving complex and unpredictable problems encountered in their field of practice and take responsibility for producing effective solutions.
8. Should be able to demonstrate leadership in environments where solving problems related to their field is required.
9. Should be able to critically assess the advanced knowledge and skills acquired in their field and manage their own learning processes.
10. Should be able to systematically present current developments in their field and their own studies, supported by quantitative and qualitative data, to both disciplinary and non-disciplinary audiences through written, oral, and visual communication.
11. Should be able to critically analyze and enhance social relationships and the norms that shape these relationships, and initiate actions aimed at their transformation when necessary.
12. Should be able to communicate effectively through oral and written communication in at least one foreign language at the B2 level of the Common European Framework of Reference for Languages (CEFR).
13. Should be able to utilize information and communication technologies and relevant computer software at an advanced level appropriate to the requirements of their field.
14. Should be able to manage and evaluate the processes of collecting, interpreting, applying, and communicating data related to their field in accordance with social, scientific, cultural, and ethical values, and promote the understanding of these values.
15. Should be able to develop strategies, policies, and action plans in areas related to their field and assess the results obtained in accordance with quality assurance processes.
16. Should be able to apply the advanced knowledge acquired in their field, along with problem-solving and application skills, in interdisciplinary studies.

Po-Lo Matrix