Stohastički procesi (Stochastic Processes)

Nazad na Nastava


  • profesor: dr Danijela Rajter-Ćirić
  • asistent: Sanja Ružičić
  • predavanja: četvrtak, 12-14h (čitaonica)
  • vežbe: petak, 12-15h (čitaonica)

Literatura:

  • Montgomery, Douglas C., and George C. Runger. Applied statistics and probability for engineers. John Wiley & Sons, 2010.
  • Lindgren, Georg, Holger Rootzén, and Maria Sandsten. Stationary stochastic processes for scientists and engineers. CRC press, 2013.
  • Yates, Roy D., and David J. Goodman. Probability and stochastic processes: a friendly introduction for electrical and computer engineers. Vol. 2. John Wiley & Sons, 2005.
  • Sheldon, M. Ross, Introduction to Probability Models, 2003.
  • Gardner, William A. Introduction to Random Processes: with applications to signals and systems. Macmillan Publishing Company, 1986.

Teorija i zadaci za vežbu: Stochastic_processes_theory (poslednja izmena 9.10.2019.)

Vežbe: Introduction to probability, Random variablesConditional expectationsStochastic processes, Markov chains, Poisson processBrownian motionMartingales

Zadaci sa pismenih ispita: januar 2017, april 2017, jun 2017, septembar 2017 oktobar 2017januar 2018, april 2018, jun 2018, septembar 2018, oktobar 2018, januar 2019, april 2019, jun 2019, septembar 2019, oktobar 2019, januar 2020, april 2020

Dodatno: Tracking the number of HIV infections