0,0,0

Lecture type	Total
Lectures	45

* Load is given in academic hour (1 academic hour = 45 minutes)

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.

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

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