Subject: Probability and Stochastic Processes (06 - E224A)


Basic Information

CategoryProfessional-applicative
Scientific or art field:Mathematics
InterdisciplinaryNo
ECTS5
Native organizations units

Department of Fundamentals Sciences
Course specification

Course is active from 01.10.2005..

Enabling students to develop abstract thinking and acquire basic knowledge in the field of probability and random 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 and random 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. Random processes – general terms. Markov chains and processes, the processes of birth and death, mass servicing systems.
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 3 modules (the first module: theory of probability, the second module: random variable, the third module: random processes). Oral part of the examination is optional.
AuthorsNameYearPublisherLanguage
Mila StojakovićSlučajni procesi2004Symbol, Novi SadSerbian language
Tatjana Grbić, Ljubo NedovićZbirka rešenih zadataka sa pismenih ispita iz verovatnoće2002FTNSerbian language
Course activity Pre-examination ObligationsNumber of points
TestYesYes10.00
TestYesYes10.00
Exercise attendanceYesYes5.00
HomeworkYesYes5.00
Coloquium examYesNo20.00
Coloquium examYesNo20.00
Oral part of the examNoYes30.00
Practical part of the exam - tasksNoYes40.00
Name and surnameForm of classes
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Stojaković Mila
Full Professor

Lectures
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Mihailović Biljana
Associate Professor

Lectures
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Bajić Papuga Buda
Assistant - Master

Practical classes
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Grujić Gabrijela
Skill Lecturer

Practical classes