CS 5291 Stochastic Processes for Networking Instructor: Shun-Ren Yang Office: EECS Office Hour: Tuesday morning 10:00-12:00

Shun-Ren Yang, Stochastic Processes for Networking2 People  Instructor: Shun-Ren Yang  Office: EECS 3202  Tel: ext   Office hours:  Tuesday morning 10:00-12:00  Appointment via  TA:  鄭凱文   高健淇   Office: EECS 842R, 綜合二館 745  Phone: ext , ext  Office hours: to be determined

Shun-Ren Yang, Stochastic Processes for Networking3 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;

Shun-Ren Yang, Stochastic Processes for Networking4 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

Shun-Ren Yang, Stochastic Processes for Networking5 Prerequisite  Introduction to Probability  Queueing Theory

Shun-Ren Yang, Stochastic Processes for Networking6 Text Books  Ross, S.M., “Stochastic Processes”, John Wiley & Sons, Inc.,  Ross, S.M., “Introduction to Probability Models”, Academic Press.

Shun-Ren Yang, Stochastic Processes for Networking7 Reference Books  Kao, Edward P.C., “An Introduction to Stochastic Processes”, Wadsworth Publishing Company,  Gallager, Robert G., “Discrete stochastic processes”, Kluwer Academic Publishers, 1996.

Shun-Ren Yang, Stochastic Processes for Networking8 Grading  Homework: 20%  Midterm Exam 1: 25%  Midterm Exam 2: 25%  Final Exam: 20%  Report: 10%

Shun-Ren Yang, Stochastic Processes for Networking9 Schedule WEEK/DATETENTATIVE TOPICS 1 (2/19, 2/21)Ch1 2 (2/26) (2/28 和平記念日 ), Ch1 3 (3/4,3/6)Ch1, HW1 4 (3/11, 3/13)Ch1, Ch2, HW2 5 (3/18, 3/20)Ch2, HW3 6 (3/25, 3/27)Ch2, HW4 7 (4/1, 4/3)Ch2 8 (4/8, 4/10) Ch2 9 (4/15, 4/17)Midterm(4/17), HW5, HW6 10 (4/22, 4/24)Ch3

Shun-Ren Yang, Stochastic Processes for Networking10 Schedule WEEK/DATETENTATIVE TOPICS 11 (4/29, 5/1)Ch3 12 (5/6, 5/8)Ch3, HW7 13 (5/13, 5/15)Ch3 14 (5/20, 5/22)Midterm (5/22), Ch4 15 (5/27, 5/29)Ch4, HW8 16 (6/3, 6/5)Ch4, Ch5, HW9 17 (6/10, 6/12)Ch5 18 (6/17, 6/19)Final Exam (6/19)