Stokastik

Tahun Akademik:
Gasal 2024/2025
Kelas-Offr:
2TE-2D
Deskripsi:
Prinsip representasi sistem stokastik dan pengendaliannya, state space stochastic systems, stochastic dynamic programming, stochastic processes, stationary and strongly auto regressive processes, random walk of renewal processes.
Capaian Pembelajaran

• 1. Mendalami dan mempelajari probability and stochastic theory refresher dalam bidang elektro dan informatika
• 2. Mendalami dan mempelajari construction of state spaces, random variables and vectors
• 3. Mendalami dan mempelajari mathematical expectations, transforms and generating functions, modes of convergence of sequences of random
• 4. Mendalami dan mempelajari stochastic processes and stationary processes
• 5. Mendalami dan mempelajari discrete-time and continuous-time Markov chains
• 6. Mendalami dan mempelajari conditional expectations and random walk process
• 7. Mendalami dan mempelajari renewal Processes and regenerative processes

Daftar Pustaka:

• 1.Liliana Blanco Castaneda, Viswanathan Arunachalam and S. Dharmaraja, Introduction; to Probability and Stochastic Processes with Applications; Wiley; 2012
• 2.Kishor S. Trivedi; Probability, Statistics with Reliability, Queueing and
• 3.Computer Science Applications; Wiley; 2001.
• 4.V. G. Kulkarni; Modeling and Analysis of Stochastic Systems; Chapman & Hall; 1995
• 5.E. Wong and B. Hajek; Stochastic Processes in Engineering Systems; Springer-Verlag; 1985.
• 6.Sheldon M. Ross; Stochastic Processes; Wiley; 1996
• 7.Sidney I. Resnick; Adventures in Stochastic Processes; Birkhauser; 1992