1. IERG5300: Random Processes Professor: S.-Y. Robert Li Rm. HSH734 (inside 727), x38369, bobli@ie.cuhk.edu.hkbobli@ie.cuhk.edu.hk Tutor: Peter P. Chen Rm. HSH727, chenpenghello@gmail.comchenpenghello@gmail.com 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 Sheldon Ross: 1.Chapters 4~8 of “Intro. to Probability Models,” Academic Press 2.“Stochastic Processes,” Academic Press

2. Chap 1 (today). Motivating Examples & Puzzles Chap 2. Markov Chain Chap 3. Stopping time & Martingale 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 Lecture topics (different from old IERG5300): Quick review Prof. Bob Li

3. IEG4140 Teletraffic Engineering (Chap. 1~6) IEG5300 Random Processes (Chap. 1~8 with many hidden slides) IEG3300 Intro. to Stochastic Processes (Chap. 1~4) History of course development Will adjust the pace toward the benefit of the class. Will take class response to Chap.1 into consideration.

4. Dynamic scheduling of lectures: Prof. Bob Li Will adjust the pace toward the benefit of the class. IEG5300 Random Processes (Chap. 1~8 with many hidden slides)

5. This kind of sides will be moved forward/backward dynamically during the constant revision of lecture notes. Sample Prof. Bob Li Lecture 3 Jan. 30, 2013

6. 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