No.: 506.007,
Semester: 3. S[211], Type: Lecture/Practical, Hours/Week:
1 LP, ECTS: 1.5
Lecturer
Ernst Stadlober
Johannes Moritz Jirak
Status of the Course
Compulsory course of Telematics
Aims and objectives
To provide a solid introduction to stochastic
processes. Students should gain 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.
Stochastic Processes. Special
stochastic processes, Poisson
Process,
Discrete Markov Chains.
Pre-requisites
Calculus T1.
Teaching aids
Stadlober, E. (2007), Stochastische
Prozesse für Informatikstudien, Skriptum, 1. 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