Courses – Fakultet tehničkih nauka u Novom Sadu

Subject: Stochastic processes (17.0M505)

Native organizations units: Department of Fundamentals Sciences

Type of studies	Title
Master Academic Studies	Mathematics in Engineering (Year: 1, Semester: Winter)

General information:

Category	Scientific-professional
Scientific or art field	Teorijska i primenjena matematika
ECTS	5

Enabling students to develop abstract thinking and acquire basic knowledge in the field of Stochastic Processes.

Ability to use the acquired knowledge in further education in engineering subjects so as to postulate and solve mathematical models in the field of probability, statistics and stochastic processes.

Basic definitions in probability, conditional probability and Bayes` formula. Random variable of continuous and discrete type, distribution function. Two-dimensional random variable. Conditional distribution. Numerical properties – expectation, dispersion, covariance, correlation. Conditional expectation. Limit theorems. Statistics – point and interval ratings of parameters, parametric and nonparametric hypothesis and tests of significance. Stochastic processes – general terms. The transformation of a random process – differential, integral. Poisson process, white noise, a telegraph signal, Markov chains and processes, the processes of birth and death, mass servicing systems, stationary processes. Mass servicing systems. Stationary processes.

Lectures; Numerical calculation practice. Consultations. Lectures are combined. In lectures, theoretical part of the course is taught followed by typical examples for better understanding. In practice, which accompanies lectures, typical problems are solved and knowledge from the lectures is deepened. Besides lectures and practice, consultations are held on a regular basis. Part of the course, presenting a logical whole, can be passed during the teaching process in the form of the following 4 modules (the first module: theory of probability, the second module: random variable, the third module: statistics, the fourth module: random processes). Oral part of the examination is eliminatory.