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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

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IERG5300: Random Processes

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  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

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