IERG5300: Random Processes

Professor: S.-Y. Robert Li Rm. HSH734 (inside 727), x38369, bobli@ie.cuhk.edu.hkTutor: Peter P. Chen Rm. HSH727, chenpenghello@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 Press2. “Stochastic Processes,” Academic Press

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

IEG4140Teletraffic Engineering

(Chap. 1~6)

IEG5300 Random Processes

(Chap. 1~8 with many hidden slides)

IEG3300Intro. 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.

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)

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

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