University of Tripoli

Department of Computer Engineering

EC636 Stochastic and Random Processes Fall 2019

Instructor: Nabil Drawil http://academia.ndrawil-home.net/ Email:n.drawil@ec.uot.edu.ly

Class time and Location:

Time 11:30 – 14:30
Room in the Computer Engineering Department – Alcatel Lab.
Course Outline: The course emphasizes probabilistic techniques as a modeling tool for
stochastic phenomena. This concept will be delivered over a number of topics
that will be conducted in the following order:
 Review: probability and conditional probability, random variables,
probability density function, probability mass function, cumulative
distribution function, mean and variance, moment generating functions.
 Convergence concepts: convergence in mean square, convergence almost
everywhere, convergence in probability, convergence in distribution.
 Markov chains: Chapman-Kolmogorov equations, time reversibility,
Markovian decision process.
 Poisson processes: exponential distribution, Poisson process,
generalization of the Poisson process.
 Continuous-time Markov chains: birth and death process, transition
probability function, time reversibility, uniformization.
 Renewal processes: limit theorems, renewal reward process, regenerative
process.
 Stationary processes: Brownian motion, white noise, Gaussian process,
stationary process.
Text Book:
Sheldon M. Ross, Introduction to Probability Models, 10th or 9th edition.
The main focus will be on chapters 1 to 8.
Grading:
Tentative grading scheme
 Midterm 30%
 Paper analysis, presentation, and report %15
 Homework or Computer assignments %5
 Final 50%