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STOCHASTIC PROCESSES
Code: 34567
ECTS: 4
Lecturers in charge: prof. dr. sc. Neven Elezović
Take exam: Studomat
English level:

0,0,0

The lecturer is not able to offer courses in English at this time.
Load:
Lecture typeTotal
Lectures 45
* Load is given in academic hour (1 academic hour = 45 minutes)
Description:
Conditional and marginal distributions of random variables. Functions of random variables and vectors. Modeling of binomial, Poisson, exponential and normal random variables. Markov chains. Stochastic processes. Markov processes. Poisson and similar processes. Gaussian processes. Kolmogoros?s equations. Spectral analysis of random processes. Processes in linear systems, filtration, estimation and prediction.
Literature:
  1. Stohastički procesi; N. Elezović; FER, interna skripta; 2010
  2. Stochastic Processes; J. Medhi; WEL; 1982
  3. Probability, random variables and random signal principles; P. Z. Peebles; McGraw-Hill; 1987; ISBN: 9780070474284
  4. An Introduction to Stochastic Processes; E. P. C. Kao; Wadsworth Publishing Company; 1997; ISBN: 0-534-25518-3
1. semester
Predmeti matematike, fizike i prirodoslovlja - Mandatory profile - Computer Engineering
Predmeti matematike, fizike i prirodoslovlja - Mandatory profile - Computer Science
Predmeti matematike, fizike i prirodoslovlja - Mandatory profile - Control Engineering and Automation
Predmeti matematike, fizike i prirodoslovlja - Mandatory profile - Electrical Engineering Systems and Technologies
Predmeti matematike, fizike i prirodoslovlja - Mandatory profile - Electrical Power Engineering
Predmeti matematike, fizike i prirodoslovlja - Mandatory profile - Electronic and Computer Engineering
Predmeti matematike, fizike i prirodoslovlja - Mandatory profile - Electronics
Predmeti matematike, fizike i prirodoslovlja - Mandatory profile - Information Processing
Predmeti matematike, fizike i prirodoslovlja - Mandatory profile - Software Engineering and Information Systems
Predmeti matematike, fizike i prirodoslovlja - Mandatory profile - Telecommunication and Informatics
Predmeti matematike, fizike i prirodoslovlja - Mandatory profile - Wireless Technologies
Consultations schedule:
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