Title of the course: Markov Processes (from an engineering perspective)
Instructor: Asst. Prof. Kerem Altun
Institution: Işık Ü.
Dates: 14-20 August 2017
Prerequisites: Good understanding of probability theory.
Level: Advanced undergraduate, beginning undergraduate
Abstract: Introduction to random processes; sample functions; discrete-state/continuous-state,
discrete-time/continuous time random processes; properties, stationarity and ergodicity; Markov property;
Wiener process (1-D Brownian motion); Poisson counting process; birth-death processes; discrete-time
Markov chains, stationary distributions, absorbing chains.
Language: TR, EN