1. Stochastic Process and Queueing Theory 随机过程与排队论
浙江大学信电系
化存卿

2. Course Information 化存卿(CUNQING HUA)
Phone: (office)
Office: Room 230, Xindian Building
Personal Homepage:

3. Course Outline Introduction Markov Chains (2.5 weeks)
C-K Equations
Classification of States
Limiting Probabilities
Time Reversible Markov Chains
Stopping Time and Martingale (optional)
Poisson Process(1.5 week)
Exponential Distribution
Poisson Process
Continuous-time Markov Chain(1/2 week)
Birth and Death Process
Limiting Probability
Time Reversibility

4. Course Outline Renewal Process(1/2 week) Queueing Theory(2 weeks)
Renewal Function
Renewal Reward Process
Queueing Theory(2 weeks)
M/M/s Queues
Network of Queues
M/G/1 Queues
M/G/1 Priority Queues
G/M/1 Queues
G/G/1 Queues

5. Reference and Textbook
Lecture notes for “Teletraffic Engineering”, by Prof. Shuo-Yen Robert Li, CUHK
Introduction to Probability Models
(应用随机过程概率模型导论，第9版), by Sheldon M. Ross，人民邮电出版社
Stochastic Processes，by Sheldon M. Ross (Wiley)
Queueing Systems Volume I: Theory  by L. Kleinrock (Wiley Interscience)

6. Grading
Homework 20%
Final exam 70%
Class participation 10%