ECE 7103
Transcript Abbreviation:
Disc Stoc Process
Course Description:
Stochastic processes in discrete time or space for electrical engineering. Renewal theory, Markov chains and processes, dynamic programming, basic large deviations theory and martingales.
Course Levels:
Graduate (5000-8000 level)
Designation:
Elective
General Education Course:
(N/A)
Cross-Listings:
(N/A)
Credit Hours (Minimum if “Range”selected):
3.00
Max Credit Hours:
3.00
Select if Repeatable:
Off
Maximum Repeatable Credits:
(N/A)
Total Completions Allowed:
(N/A)
Allow Multiple Enrollments in Term:
No
Course Length:
14 weeks (autumn or spring)
12 weeks (summer only)
Off Campus:
Never
Campus Location:
Columbus
Instruction Modes:
In Person (75-100% campus; 0-24% online)
Prerequisites and Co-requisites:
Prereq: 6001 (804).
Electronically Enforced:
No
Exclusions:
Not open to students with credit for 894Q or 894.01.
Course Goals / Objectives:
Develop the understanding and intuition necessary to apply stochastic process models to problems in engineering, science and operations research
Build the ability to construct simple examples to build insight about the structure of stochastic processes and about the generic effect of these phenomena in real systems
Learn the tools and the methods, imperative to do fundamental research in the broad area of communication and networking
Check if concurrence sought:
No
Contact Hours:
| Topic | LEC | REC out-of-class | REC in-class | Weekly LAB out-of-class | Weekly LAB in-class |
|---|---|---|---|---|---|
| Review of probability | 4.0 | 0.0 | 0 | 0.0 | 0 |
| Renewal processes and renewal theory | 10.0 | 0.0 | 0 | 0.0 | 0 |
| Finite-state Markov chains | 5.0 | 0.0 | 0 | 0.0 | 0 |
| Markov decision processes and dynamic programming | 3.0 | 0.0 | 0 | 0.0 | 0 |
| Markov chains with countably-infinite state spaces | 6.0 | 0.0 | 0 | 0.0 | 0 |
| Large deviations and martingales | 12.0 | 0.0 | 0 | 0.0 | 0 |
| Total | 40 | 0 | 0 | 0 | 0 |
Grading Plan:
Letter Grade
Course Components:
Recitation
Lecture
Grade Roster Component:
Lecture
Credit by Exam (EM):
No
Grades Breakdown:
| Aspect | Percent |
|---|---|
| Problem Sets | 15% |
| Midterm | 35% |
| Final Exam | 50% |
Representative Textbooks and Other Course Materials:
| Title | Author | Year |
|---|---|---|
| Stochastic Processes: Theory for Applications, 2014, Cambridge University Press, ISBN: 9781107039759 | Robert G. Gallager |
ABET-CAC Criterion 3 Outcomes:
(N/A)
ABET-ETAC Criterion 3 Outcomes:
(N/A)
ABET-EAC Criterion 3 Outcomes:
(N/A)
Embedded Literacies Info: