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課程名稱 |
隨機程序及應用
STOCHASTIC PROCESSES AND APPLICATIONS |
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開課學期 |
98-1 |
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授課對象 |
電機資訊學院 電信工程學研究所 |
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授課教師 |
葉丙成 |
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課號 |
EE5041 |
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課程識別碼 |
921 U1890 |
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班次 |
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學分 |
3 |
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全/半年 |
半年 |
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必/選修 |
選修 |
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上課時間 |
星期三6,7,8(13:20~16:20) |
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上課地點 |
電二145 |
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備註 |
總人數上限：60人 |
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Ceiba 課程網頁 |
http://ceiba.ntu.edu.tw/981random_process |
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課程簡介影片 |
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核心能力關聯 |
本課程尚未建立核心能力關連 |
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課程大綱
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課程概述 |
• Review of probability theory, random variables.
• Markov chains.
• Exponential distribution and Poisson processes.
• Continuous-time Markov chains.
• Brownian motion processes, Gaussian processes.
• Reliability theory.
• Introduction to queueing theory.
• Application examples of Markov chains on research problems. |
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課程目標 |
In this course, we will introduce the concept of random process to the students. In particular, our focus is on the Markovian random processes which are widely used in different research areas such as: networking, wireless communications, cross-layer design, control, and etc. The goal is to help the students get familiar with the Markovian processes in depth and build the ability to apply the theory to actual problems of their own research fields in the future. (Note: This course does not cover the random signal related topics that are covered in "隨機信號與系統" and "通訊隨機過程".) |
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課程要求 |
• Homework: 10%
• Miterm I: 25%
• Miterm II: 25%
• Final exam: 30%
• Mini project: 10% |
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預期每週課後學習時數 |
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Office Hours |
另約時間 備註： Tuesday 11:30 (by email appointment) |
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指定閱讀 |
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參考書目 |
Textbook： Ross, Introduction to Probability Models, Academic Press.
Reference： Papoulis and Pillai, Probability, Random Variables, and Stochastic Processes, McGraw-Hill.
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評量方式
(僅供參考) |
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No. |
項目 |
百分比 |
說明 |
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1. |
作業 |
10% |
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2. |
期中考 I |
25% |
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3. |
期中考 II |
25% |
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4. |
期末考 |
30% |
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5. |
小專題 |
10% |
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