Ordu University Lifelong Learning Programme

Description of Individual Course Units

Course Unit Code	Course Unit Title	Type of Course Unit	Year of Study	Semester	Number of ECTS Credits
FMA653	STOCHASTIC PROCESSES	Compulsory	1	1	6

Level of Course Unit

Second Cycle

Objectives of the Course

• to learn the basic concepts of probability theory and stochastic processes is to be ready to scientific studies.

Name of Lecturer(s)

DOÇ. DR. SELAHATTİN MADEN

Learning Outcomes

1	To have the ability and knowledge of the advanced level of related to the field and use it in real learning environments.

Mode of Delivery

Formal Education

Prerequisites and co-requisities

None

Recommended Optional Programme Components

None

Course Contents

• Probability spaces and random variables • Expected value and independence • Bernoulli processes • Poisson processes • Markov chains • The limit behavior of Markov chains and their applications • Markov processes • Renewal theory • Types of binary and random walk processes • The distribution of step heights and the Wiener-Hopf factorization • Wiener-Hopf integral equation and its applications • A combinatorial helping theorem • The distribution of step moments • The arc-sin theory

Weekly Detailed Course Contents

Week	Theoretical	Practice	Laboratory
1	Probability spaces and random variables
2	Probability spaces and random variables
3	Bernoulli processes
4	Bernoulli processes
5	Poisson processes
6	Markov chains, Markov processes
7	The limit behavior of Markov chains and their applications
8	Midterm exam
9	Renewal theory
10	Types of binary and random walk processes
11	The distribution of step heights and the Wiener-Hopf factorization
12	Wiener-Hopf integral equation and its applications
13	A combinatorial helping theorem
14	The distribution of step moments
15	The arc-sin theory
16	Final exam

Recommended or Required Reading

Planned Learning Activities and Teaching Methods

Assessment Methods and Criteria

Term (or Year) Learning Activities	Quantity	Weight
SUM		0
End Of Term (or Year) Learning Activities	Quantity	Weight
SUM		0
Yarıyıl (Yıl) İçi Etkinlikleri		40
Yarıyıl (Yıl) Sonu Etkinlikleri		60
SUM		100

Language of Instruction

Work Placement(s)

None

Workload Calculation

Activities	Number	Time (hours)	Total Work Load (hours)
Midterm Examination	1	2	2
Final Examination	1	2	2
Quiz	10	1	10
Attending Lectures	14	3	42
Self Study	14	2	28
Individual Study for Homework Problems	14	8	112
Individual Study for Mid term Examination	1	20	20
Individual Study for Final Examination	1	20	20
TOTAL WORKLOAD (hours)			236

Contribution of Learning Outcomes to Programme Outcomes

	PO 1	PO 2	PO 3	PO 4	PO 5	PO 6	PO 7
LO1	5

* Contribution Level : 1 Very low 2 Low 3 Medium 4 High 5 Very High