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:  高健淇  Email: mickey@wmnet.cs.nthu.edu.tw mickey@wmnet.cs.nthu.edu.tw  Office: 綜合二館 745  Phone: ext. 33542  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%

9. Shun-Ren Yang, Stochastic Processes for Networking9 Schedule WEEK/DATETENTATIVE TOPICS 1 (2/22, 2/24)Ch1 2 (3/1, 3/3)Ch1 3 (3/8, 3/10)Ch1, Ch2 4 (3/15, 3/17)Ch2 5 (3/22, 3/24)Ch2 6 (3/31) Midterm 1 (3/31)(3/29 出國開會 ) 7 (4/7) Ch3 (4/5 校際活動週 ) 8 (4/12, 4/14) Ch3 9 (4/19, 4/21)Ch3 10 (4/26, 4/28)Ch3

10. Shun-Ren Yang, Stochastic Processes for Networking10 Schedule WEEK/DATETENTATIVE TOPICS 11 (5/3, 5/5)Ch3 12 (5/10, 5/12)Midterm 2 (5/12), Ch3 13 (5/17, 5/19)Ch4 14 (5/24, 5/26)Ch4 15 (5/31, 6/2)Ch4 16 (6/7, 6/9)Ch4, Ch5 17 (6/14, 6/16)Ch5 18 (6/23)Final Exam (6/23)