PROBABILITY THEORY AND STOCHASTIC PROCESSES

Course Description

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PROBABILITY THEORY AND STOCHASTIC PROCESSES

Evaluation Tools (Active Term)

No evaluation items have been defined.

Course outcomes

No course outcomes have been defined yet.

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. Based on master's-level qualifications, be able to develop and deepen current and advanced knowledge in the field at the level of expertise through original thinking and/or research, and achieve original conceptualizations that contribute innovation to the field.
2. Should be able to comprehend the interdisciplinary interactions related to their field and employ specialized knowledge to analyze, synthesize, and evaluate new and complex ideas, leading to original conclusions.
3. Should be able to systematically evaluate and apply new knowledge in their field.
4. Should be able to develop innovative ideas, methods, designs, and/or applications that contribute to the advancement of the field, or apply existing ideas, methods, designs, and/or applications to a different field. Should be able to investigate, comprehend, design, adapt, and implement original research topics.
5. hould be able to critically analyze, synthesize, and evaluate new and complex ideas.
6. Should demonstrate advanced proficiency in the application of research methods in studies related to their field.
7. Should be able to independently conduct original research that develops innovative ideas, methods, designs, and/or applications, or applies existing ideas, methods, designs, and/or applications to a different field, thereby contributing to the advancement of their field.
8. Should be able to extend the frontiers of knowledge in their field by publishing at least one scientific article in a national and/or international peer-reviewed journal and/or by producing or critically interpreting an original work.
9. Should be able to demonstrate leadership in addressing original and interdisciplinary problems within complex environments.
10. Should be able to develop innovative ideas and methods in their field through the effective use of higher-order cognitive skills, including creative and critical thinking, problem-solving, and decision-making.
11. Should be able to critically analyze and enhance social relationships and the norms that shape these relationships, and lead actions toward their transformation when necessary.
12. Should be able to defend original viewpoints when discussing issues related to their field with experts and establish effective communication that demonstrates their expertise and competence in the field.
13. Should be able to conduct advanced written, oral, and visual communication and participate in discussions using at least one foreign language at the C1 level of the European Language Portfolio.
14. Should be able to contribute to the development and sustainability of a knowledge society by disseminating scientific, technological, social, and cultural advancements related to their field.
15. Should be able to engage in effective interactions by employing strategic decision-making processes to address and solve problems encountered in their field.
16. Should be able to contribute to solving social, scientific, cultural, and ethical issues related to their field and promote the advancement of these values.
17. Based on master's-level qualifications, be able to develop and deepen current and advanced knowledge in the field at the level of expertise through original thinking and/or research, and achieve original conceptualizations that contribute innovation to the field.

Po-Lo Matrix