1. CS 5291 Stochastic Processes for Networking Instructor: Shun-Ren Yang Office: EECS 3202 Email: sryang@cs.nthu.edu.tw Office Hour: Tuesday morning 10:00-12:00 sryang@cs.nthu.edu.tw

2. Shun-Ren Yang, Stochastic Processes for Networking2 People  Instructor: Shun-Ren Yang  Office: EECS 3202  Tel: ext. 31212  Email: sryang@cs.nthu.edu.tw  Office hours:  Tuesday morning 10:00-12:00  Appointment via Email  TA:  王昱傑  Email: s100064525@m100.nthu.edu.tw  Office: 台達館 705  Phone: ext. 80920  Office hours: to be determined

3. 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;

4. 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

5. Shun-Ren Yang, Stochastic Processes for Networking5 Prerequisite  Introduction to Probability  Queueing Theory (would be better)

6. Shun-Ren Yang, Stochastic Processes for Networking6 Text Books  Ross, S.M., “Stochastic Processes”, John Wiley & Sons, Inc., 1996.  Ross, S.M., “Introduction to Probability Models”, Academic Press.

7. Shun-Ren Yang, Stochastic Processes for Networking7 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.

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