CS 5291 Stochastic Processes for Networking

(網路之隨機程序 2011 )

    Prof. Shun-Ren Yang(楊舜仁)

        Office : EECS 3202

        Phone : ext. 31212

        Email : sryang@cs.nthu.edu.tw

        2/23 課程網站公佈, 更新Syllabus與Preliminaries

        3/3 更新Poisson process投影片, 公布HW1

        3/10 公布HW1解答, 公布HW2

        3/17 公布HW2解答, 公布HW3

        3/23 更新Renewal Process投影片

        3/24 公布HW3解答, 公布HW4

        3/29 公布HW4解答

        4/7 公布HW5

        4/15 公布HW5解答, 公布HW6

        4/21 公布HW6解答, 公布HW7

        4/21 公布HW7解答, 公布HW8

        5/5 公布HW8解答, 公布HW9

        5/9 公布HW9解答, 更新Markov Chains投影片

        5/19 公布HW10

        5/26 公布HW10解答, 公布HW11

        6/2 公布HW11解答, 公布HW12

        6/8 更新Markov Process投影片

        6/9 公布HW12解答, 公布HW13

        6/16 公布HW13解答

•  Syllabus

•  Preliminaries

•  Poisson Process

•  Renewal Process

•  Markov Chains

•  Markov Process

•  Homework 1    Solution

•  Homework 2    Solution

•  Homework 3    Solution

•  Homework 4    Solution

•  Homework 5    Solution

•  Homework 6    Solution

•  Homework 7    Solution

•  Homework 8    Solution

•  Homework 9    Solution

•  Homework 10    Solution

•  Homework 11    Solution

•  Homework 12    Solution

•  Homework 13    Solution

           •  Preliminaries   

Random Variables and Stochastic Processes,

Probability and Expectations

Probability Inequalities;

           •   Poisson Processes  

Introduction, Properties, Non-homogeneous Poisson Processes, Compound

Poisson Processes, and Poisson Arrival See Time Average (PASTA);

           •   Renewal Processes

Introduction, Limit Theorems, Key Renewal Theorems, Renewal Reward

Processes, Delayed Renewal Processes, and Regenerative Processes;

           •   Discrete-Time Markov Chains

Introduction, Classification of States, Markov Reward Processes, Time-

Reversible Markov Chains, and Semi-Markov Chains

           •   Continuous-Time Markov Chains

Introduction, Birth and Death Processes, Kolmogorov Differential Equations,

Limiting Probabilities, Time Reversibility, Phase-Type Distributions, and

Uniformization

•  Ross, S.M., “Stochastic Processes”, John Wiley & Sons, Inc., 1996.

•  Ross, S.M., “Introduction to Probability Models”, Academic Press.

•  Kao, Edward P.C., “An Introduction to Stochastic Processes”, Wadsworth

    Publishing Company,    1997.

　

•  Gallager, Robert G., “Discrete stochastic processes”, Kluwer Academic

    Publishers, 1996.

•  Homework: 20%

•  Midterm Exam 1: 25%

•  Midterm Exam 2: 25%

•  Final Examination: 20%

•  Report: 10%

•  高健淇 Email: mickey@wmnet.cs.nthu.edu.tw

•  陳信呈 Email: piova@wmnet.cs.nthu.edu.tw

•  時間 : Tuesday 18:00~19:00

   地點 : 綜合二館741室