Stochastic Process and Queueing Theory 随机过程与排队论 浙江大学信电系 化存卿 cqhua@zju.edu.cn

Course Information 化存卿(CUNQING HUA) Email: cqhua@zju.edu.cn Phone: 87951709(office) Office: Room 230, Xindian Building Personal Homepage: http://mypage.zju.edu.cn/cunqinghua

Course Outline Introduction Markov Chains (2.5 weeks) C-K Equations Classification of States Limiting Probabilities Time Reversible Markov Chains Stopping Time and Martingale (optional) Poisson Process(1.5 week) Exponential Distribution Poisson Process Continuous-time Markov Chain(1/2 week) Birth and Death Process Limiting Probability Time Reversibility

Course Outline Renewal Process(1/2 week) Queueing Theory(2 weeks) Renewal Function Renewal Reward Process Queueing Theory(2 weeks) M/M/s Queues Network of Queues M/G/1 Queues M/G/1 Priority Queues G/M/1 Queues G/G/1 Queues

Reference and Textbook Lecture notes for “Teletraffic Engineering”, by Prof. Shuo-Yen Robert Li, CUHK Introduction to Probability Models (应用随机过程概率模型导论，第9版), by Sheldon M. Ross，人民邮电出版社 Stochastic Processes，by Sheldon M. Ross (Wiley) Queueing Systems Volume I: Theory  by L. Kleinrock (Wiley Interscience)

Grading Homework 20% Final exam 70% Class participation 10%