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,
Examination method
Continuous assessment and written exam