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IERG5300: Random ProcessesPowerPoint Presentation

IERG5300: Random Processes

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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

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

Lecture topics (different from old IERG5300):

- Chap 1 (today). Motivating Examples & Puzzles
- Chap 2. Markov Chain
- Chap 3. Stopping time & Martingale

Quick review

Prof. Bob Li

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)

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

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

- 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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