cs 5291 stochastic processes for networking
DESCRIPTION
CS 5291 Stochastic Processes for Networking. Instructor: Shun-Ren Yang Office: EECS 3202 Email: [email protected] Office Hour: Tuesday morning 10:00-12:00. People. Instructor: Shun-Ren Yang Office: EECS 3202 Tel: ext. 31212 Email: [email protected] Office hours: - PowerPoint PPT PresentationTRANSCRIPT
CS 5291 Stochastic Processes for Networking
Instructor: Shun-Ren YangOffice: EECS 3202Email: [email protected] Hour: Tuesday morning 10:00-12:00
Shun-Ren Yang, Stochastic Processes for Networking 2
People
Instructor: Shun-Ren Yang Office: EECS 3202 Tel: ext. 31212 Email: [email protected] Office hours:
Tuesday morning 10:00-12:00 Appointment via Email
TA: 王昱傑
Email: [email protected] Office: 台達館 705 Phone: ext. 80920 Office hours: to be determined
Shun-Ren Yang, Stochastic Processes for Networking 3
Course Outline
Preliminaries Random Variables and Stochastic Processes, Probability and Expectations, Probability Inequalities;
Poisson Processes Introduction, Properties, Non-homogeneous Poisson Processes, Compound Poisson Processes, Poisson Arrival See Time Average (PASTA);
Renewal Processes Introduction, Limit Theorems, Key Renewal Theorems, Renewal Reward Processes, Delayed Renewal Processes, Regenerative Processes;
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Course Outline Discrete-Time Markov Chains
Introduction, Classification of States, Markov Reward Processes, Time- Reversible Markov Chains, Semi-Markov Chains
Continuous-Time Markov Chains Introduction, Birth and Death Processes, Kolmogorov Differential Equations, Limiting Probabilities, Time Reversibility, Phase-Type Distributions, Uniformization
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Prerequisite
Introduction to Probability Queueing Theory (would be better)
Shun-Ren Yang, Stochastic Processes for Networking 6
Text Books
Ross, S.M., “Stochastic Processes”, John Wiley & Sons, Inc., 1996.
Ross, S.M., “Introduction to Probability Models”, Academic Press.
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Reference Books
Kao, Edward P.C., “An Introduction to Stochastic Processes”, Wadsworth Publishing Company, 1997.
Gallager, Robert G., “Discrete stochastic processes”, Kluwer Academic Publishers, 1996.
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Grading
Homework: 20% Midterm Exam 1: 25% Midterm Exam 2: 25% Final Exam: 20% Report: 10%