Mata Kuliah MA5181 - 2026

Kode Mata KuliahMA5181 / 3 SKS
Penyelenggara201 - Matematika / FMIPA
KategoriKuliah
Bahasa IndonesiaEnglish
Nama Mata KuliahProses StokastikStochastic Processes
Bahan Kajian
  1. Teori peluang, khususnya peluang bersyarat, ekspektasi bersyarat, dan law of total probability
  2. Sifat-sifat peubah acak (Hukum bilangan besar, teorema limit pusat,
  3. kenaikan bebas dan stasioner)
  4. Fungsi pembangkit peluang dan momen pada distribusi statistik
  5. Proses stokastik rantai Markov
  6. Distribusi eksponensial pada model antrean
  7. Proses kedatangan Poisson
  8. Gerak Brown
  9. Proses renewal
  1. The probability theory, in particular conditional probability, conditional expectation, and the law of total probability
  2. Properties of random variables, including the Law of Large Numbers, the Central Limit Theorem, and independent and stationary increments.
  3. Probability generating functions and moment generating functions of statistical distributions.
  4. Markov chain stochastic processes.
  5. Exponential distributions in queueing models.
  6. Poisson arrival processes.
  7. Brownian Motion
  8. Renewal Process
Capaian Pembelajaran Mata Kuliah (CPMK)
  1. Mahasiswa memiliki bekal yang cukup dalam pemahaman proses-proses stokastik secara matematika
  2. Mahasiswa memiliki pemahaman penerapan proses stokastik pada fenomena-fenomena empiris yang terjadi di berbagai bidang.
  3. Mahasiswa mengerti bagaimana membangun metode-metode (prosedur-prosedur) dalam model peluang
  1. Students have a sufficient foundation in the understanding of stochastic processes mathematically
  2. Students acquire an understanding of the application of stochastic processes to empirical phenomena across various fields.
  3. Students understand how to develop methods (procedures) in probability models
Metode PembelajaranTugas kelompok dan diskusiGroup assignments and discussions
Modalitas PembelajaranTugas kelompok dan diskusiGroup assignments and discussions
Jenis NilaiABCDE
Metode PenilaianUTS, UAS, Kuis, &Tugas.Midterm Exam, Final Exam, Quizzes, Assignments
Catatan Tambahan