1 / 6

IERG5300: Random Processes

IERG5300: Random Processes. Professor: S.-Y. Robert Li Rm. HSH734 (inside 727), x38369 , bobli@ie.cuhk.edu.hk Tutor: Peter P. Chen Rm. HSH727 , chenpenghello@gmail.com Visit course website: https:// elearn.cuhk.edu.hk/webapps/portal/frameset.jsp

Download Presentation

IERG5300: Random Processes

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript


  1. IERG5300: Random Processes Professor: S.-Y. Robert Li Rm. HSH734 (inside 727), x38369, bobli@ie.cuhk.edu.hk Tutor: Peter P. Chen Rm. HSH727, chenpenghello@gmail.com Visit course website: https://elearn.cuhk.edu.hk/webapps/portal/frameset.jsp frequently to catch spontaneous announcements. Textbook: Lecture notes on course website, under constant revision. Reference Books, both by SheldonRoss: Chapters 4~8 of “Intro. to Probability Models,” Academic Press “Stochastic Processes,” Academic Press

  2. Lecture topics (different from old IERG5300): • Chap 1 (today). Motivating Examples & Puzzles • Chap 2. Markov Chain • Chap 3. Stopping time & Martingale • Chap 4. Poisson Process • Chap 5. Continuous-time Markov Chain • Chap 6. Queueing Theory • Chap 7. Normal Distribution and Brownian Motion • Chap 8. Brownian Motion and Martingale Quick review Prof. Bob Li

  3. History of course development IEG5300 Random Processes (Chap. 1~8 with many hidden slides) Will adjust the pace toward the benefit of the class. Will take class response to Chap.1 into consideration. IEG4140Teletraffic Engineering (Chap. 1~6) IEG3300Intro. to Stochastic Processes (Chap. 1~4)

  4. Dynamic scheduling of lectures: IEG5300 Random Processes (Chap. 1~8 with many hidden slides) Will adjust the pace toward the benefit of the class. Prof. Bob Li

  5. This kind of sides will be moved forward/backward dynamically during the constant revision of lecture notes. Sample Lecture 3 Jan. 30, 2013 Prof. Bob Li

  6. Assessment scheme:The grading emphasizes on logical reasoning rather than numerical calculation: • 10% homework • 30% mid-term exam, on March 6 or March 13 • 60% final exam • Bonus marks for active participation in the classroom Prof. Bob Li

More Related