課程資訊
課程名稱
隨機程序及應用
STOCHASTIC PROCESSES AND APPLICATIONS 
開課學期
94-1 
授課對象
電機資訊學院  電信工程學研究所  
授課教師
葉丙成 
課號
EE5041 
課程識別碼
921 U1890 
班次
 
學分
全/半年
半年 
必/選修
選修 
上課時間
星期五2,3,4(9:10~12:10) 
上課地點
電二455 
備註
 
Ceiba 課程網頁
http://ceiba.ntu.edu.tw/941random_process 
課程簡介影片
 
核心能力關聯
本課程尚未建立核心能力關連
課程大綱
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課程概述

Stochastic process (also
called "random process") is
widely used in various fields
of electrical engineering
such as communications (in
both network and physical
layers), signal processing,
control, and etc. It is also
commonly used in non-EE
fields such as financial
engineering, transportation
control, and manufacturing.
This course should be very
helpful to graduate students
and undergraduate students
who are interested in these
fields, particularly for
students in communications
and DSP.  

課程目標
In this course, we will be
focusing on the following
topics:

1) Review of probability,
random variables.
2) Markov chains.
3) Exponential distribution
and Poisson processes.
4) Continuous-time Markov
chains.
5) Brownian Motion processes,
Gaussian processes.
6) Reliability theory.
7) Introduction to random
signal processing.
8) Introduction to estimation
of random process. 
課程要求
 
預期每週課後學習時數
 
Office Hours
每週三 11:00~12:00 
指定閱讀
 
參考書目
 
評量方式
(僅供參考)
 
No.
項目
百分比
說明
1. 
期中考 
40% 
 
2. 
期末考 
40% 
 
3. 
隨堂測驗 
20% 
 
 
課程進度
週次
日期
單元主題