ELEC 4030E-4Z01/COMM 6008E-6001
隨機程序
2010 Fall
Instructor: Hsiao-Ping Tsai
Email: hptsai@nchu.edu.tw
Office: EE711
Phone: 886-4-22851549 ext.711

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The goal of the course is to introduce the subject of probability theory and stochastic processes in engineering
 Classroom: EE208
 Class Times: Tue. 2:10pm - 5:00pm
 Web site:
電機系首頁 -> 課程規章 -> 課程詳述 -> 隨機程序 http://www.ee.nchu.edu.tw/wb_course02.asp?yr=99&cc=2&sn=946

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 Instructor: 蔡曉萍 (Hsiao-Ping Tsai )
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Office: EE711
Phone: (04)22851549 ext. 711
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E-Mail: hptsai@nchu.edu.tw
Office hours: Mon.14
： 00 ~ 16 ： 00, Wed. 10 ： 00 ~ 12 ： 00
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Teaching Assistant: 尤淑佩,尤淑佩
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Office: EE 910
Phone: (04)22851549 ext. 910
Email: elaine51666@yahoo.com.tw, evelyn0903@yahoo.com.tw

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Textbook
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Sheldon M. Ross, Stochastic Processes 2nd ed.
Wiley, 1996
ISBN ： 0471120626
國內代理： 歐亞書局
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Reference book
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Roy D. Yates and David J. Goodman, Probability and Stochastic
Processes: A Friendly Introduction for Electrical and Computer
Engineers 2nd ed.
A. Papoulis and S. U. Pillai, Probability, Random Variables and
Stochastic Processes 4th ed.

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Basic concepts of probability and random variables (4 weeks)
Poisson process (2 weeks)
Renewal theory (2 weeks)
Markov chains (4 weeks)
Martingales (2 weeks)
Random walks (2 weeks)
Others: Brownian motion and Other Markov
Processes (optional)

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Basic concepts of probability and random variables
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Random Variable
Probability and Expectations
Probability Inequalities
Poisson Processes
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Introduction
Properties
Non-homogeneous Poisson Processes
Compound Poisson Processes
Poisson Arrival See Time Average (PASTA)

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Renewal Processes
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Introduction
Limit Theorems
Key Renewal Theorems
Renewal Reward Processes
Delayed Renewal Processes
Regenerative Processes
Discrete-Time Markov Chains
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Introduction
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Classification of States
Markov Reward Processes
Time- Reversible Markov Chains
Semi-Markov Chains

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Martingales
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Introduction
Martingals
Stopping Times
Martingale convergence Theorem
Azuma’s Inequality
Random walks
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Introduction
Duality in Random Walks
Remarks Concerning Exchangeable Random Walks
G/G/1 Queues and Ruin Problems
Blackwell’s Theorem

 Exam I: 20% (10/12)
 Exam II: 20% (11/16)
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Exam III: 20% (12/21)
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Final Exam: 20% (1/18)
 Homework: 20%

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Late Policy: A homework must be turned in by the midnight of its due day
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5% of points will be deducted for each working day if a homework is turned in late.
A homework assignment will be counted as a Zero score once its solutions are announced.
Attendance Policy: Students are obligated to present in the class. If you cannot present in the class, please ask for leave in advance.
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If a student is absent from class more than 3 times, he/she might lose the chance of the grade adjustment at the end of the semester.
Honesty Policy: Students are allowed to discuss problems with their classmates (or me), but they must not blatantly copy others' solutions.
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A copying homework is graded zero point.
Assignment Submission: Students should submit their assignments through the ecampus system or to TA.