EE 643

EE 643: Stochastic Processes in Information Systems (Spring 1996)

Professor: Dr. Ness Shroff

Office: MSEE 350

Telephone: 494-3471

E-mail: shroff@ecn.purdue.edu

Office Hours: Tue 1-3PM, Th 1-2PM, and by appointment

Secretaries: Bonnie Misner and Theresa Bailey, Office: MSEE 330, Tel. 494-3554.

Grader: TBA

Textbook: "Introduction to Stochastic Processes" - E. Cinlar.
References:

"A Course in Probability Theory" by Chung
"Stochastic Processes in Engineering Systems" by Wong and Hajek
"Stochastic Processes" by S. Ross
"Stochastic Processes in Engineering Systems" by Karlin and Taylor
"Probability & Measure" by P. Billingsly.
Papers distributed in class and class notes.

Grading:

Homework: 10%
Midterm: 40%
Final: 50%
Grading Policy: No late homework will be accepted!
Course Outline:

Elementary Measure Theory used in the Context of Probability.
Poisson Processes.
Discrete Markov Chains.
Elementary Renewal Theory.
Continuous Time Markov Chains.
Applications in Queueing Systems.
Brownian Motion.
Martingales.

Midterm Exam: Wednesday March 6, 7-10PM.