Ierg5300 random processes
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IERG5300: Random Processes. Professor: S.-Y. Robert Li Rm. HSH734 (inside 727), x38369 , [email protected] Tutor: Peter P. Chen Rm. HSH727 , [email protected] Visit course website: https:// elearn.cuhk.edu.hk/webapps/portal/frameset.jsp

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IERG5300: Random Processes

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Ierg5300 random processes

IERG5300: Random Processes

Professor: S.-Y. Robert Li

Rm. HSH734 (inside 727), x38369, [email protected]

Tutor: Peter P. Chen

Rm. HSH727, [email protected]

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


Ierg5300 random processes

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


    Ierg5300 random processes

    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)


    Ierg5300 random processes

    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


    Ierg5300 random processes

    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


    Ierg5300 random processes

    • 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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