Probability Theory and Stochastic Processes


No.: 506.010, Semester: 3. S[211], S[521] and S[524], Type: Lecture/Practical, Hours/Week: 3 SE, ECTS: 4.5

Lecturer
Ernst Stadlober
Siegfried Hörmann

Status of the Course
Compulsory course of Telematics, Informatics, Software-Engineering and Economics

Aims and objectives
To provide a solid introduction to probability theory and stochastic processes.With this background the students should be able to specify and solve simple probabilistic problems. They should gain also some practice in working with basic stochastic models.

Teaching method
The presentation is problem-oriented and motivated by practical examples. Assignments are given which should be worked out independently and presented in the lecture.

Contents (See survey.pdf)
Probability Theory. Fundamental Concepts, Laplace Probability and Combinatorics, Conditional Probability, Random Variables and their Distributions, Discrete Distributions, Continuous Distributions, Random Vectors, Limit Theorems.
Stochastic Processes. Special stochastic processes, Poisson Process, Discrete Markov Chains.

Pre-requisites
Calculus T1.

Teaching aids
Stadlober, E. (2005), Wahrscheinlichkeitstheorie und Stochastische Prozesse für Telematiker, Skriptum, 2. Auflage, Institut für Statistik.
Beichelt, F. (1996), Stochastische Prozesse für Ingenieure, B.G. Teubner, Stuttgart.
Greiner, M. und Tinhofer, G. (1996), Stochastik für Studienanfänger der Informatik, Carl Hanser, München.
Jondral, F. und Wiesler, A. (2002). Wahrscheinlichkeitsrechnung und stochastische Prozesse.
Grundlagen für Ingenieure und Naturwissenschaftler, 2. Auflage, B.G. Teubner, Stuttgart.
Viniotis, Y. (1998), Probability and Random Processes for Electrical Engineers, McGraw Hill,
Boston.

Examination method
Continuous assessment and written exam


Practical


Former Examinations 


Schedule

This page last modified October 30, 2006. (shoermann@tugraz.at).