Stochastic Process (Fall Semester, 2010)

*"Student-teacher relationships are based on trust. Acts, which violate this trust, undermine the educational process. Your classmates and the instructor will not tolerate violations of academic integrity"*
Course Schedule & Lecture Notes
* [August 30] Class Introduction
* [September 06] 1. Introduction to Probability Theory
* [September 13] 2. Random Variables
* [September 20] 3. Conditional Probability and Conditional Expectation
* [September 27] No Lecture (The professor should participate in the ISO/IEC JTC1 Standardization Meeting)
* [October 4] 4. Markov Chains - Part 1
* [October 11] 4. Markov Chains - Part 2
* [October 18] *Midterm Exam.*
* [October 25] 5. The Exponential Distribution and the Poisson Process - Part 1
* [November 1] 5. The Exponential Distribution and the Poisson Process - Part 2
* [November 8] No Lecture (The professor should participate in the IETF Standardization Meeting)
* [November 15] 6. Continuous-Time Markov Chains
* [November 22] 7. Queueing Teory - Part 1
* [November 29] 7. Queueing Teory - Part 2
* [December 06] *Final Exam.*
*Information*
* Lecturer: Youn-Hee Han (Rm. B303, Tel: 560-1486, yhhan@kut.ac.kr)
* Classes: Monday (19:00-22:00pm)
* Lecture Room: B102
* TA: Chan-Myung Kim (cmdr@kut.ac.kr)
References
* Textbook: *Introduction to Probability Models - 9th Edition, Sheldon M. Ross*
* A New Random Walk Model for PCS Networks
Logistics
* Attendance - one class absence will result in the deduction of two points out of 100 points. Five absences will not result in ten points deduction, but "failure" (i.e., grade 'F') in this course.
* Exam - there will be midterm exam and final exam for the evaluation of the knowledge learned from the class.
* Homework - much intensive homework will be set. Any cheating (or copying) will result in grade 'F'.
Usuful Links
Evaluation >
* http://integrals.wolfram.com/index.jsp
* http://www.numberempire.com/integralcalculator.php
* http://www.numberempire.com/derivatives.php
* Attendance (10%), Homework (20%), Midterm Exam (35%), Final Exam (35%)