Course Unit Profile

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Basic Information

Course Unit Title: PROBABILITY AND STOCHASTIC PROCESSES

Course Unit Code: 455AA

Level of course unit

Second Cycle (Laurea magistrale) Degree Programme in Robotics Engineering

Year of study

Fourth year

Semester when the course is delivered

First semester

Number of ECTS credits allocated: 6

Name of Lecturer(s):

Prof.: Maurizio Pratelli
Email: maurizio.pratelli@unipi.it

Language of instruction

Italian

General Information

Learning outcomes

Students are expected to acquire:
- basic knowledge or Probability
- basic knowledge of integration of random variables
- methods of second order stationary stochastic processes
- practical knowledge of Markov chains and queuing theory




Course contents

Basic properties of Probability, conditioning and independence.
Discrete random variables and r.v. with density; independence of r.v.
Expectation and moments, operations on densities.
Stationary stochastic processes: Discrete Time Fourier transform and ergodic theorem.
Finite states Markov Chains and queuing theory.


Specific Information

Prerequisites, co-requisites, as a prerequisite for further study

Prerequisites

For this course the prerequisite/s is/are

Co-requisites

None.

Prerequisite for

None.

Mode of delivery

Delivery

face to face

Attendance

Advised

Teaching methods

Learning activities

Recommended or required reading

Recommended reading includes Lecture Notes written by prof. Franco FLandoli (Pisa University).

Assessment methods and criteria

Assessment methods

Further information

Written exam 50%, oral exam 50%.

Assessment criteria

In the written exam (2 hours, 3 exercises), the student must demonstrate his/her knowledge of the course material and his/her ability to solve related exercises. During the oral exam the student must be able to demonstrate his/her knowledge of the course material and be able to discuss the reading matter thoughtfully and with propriety of expression.

Work placement

No

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