教學大綱與進度
課程基本資料:
學年期
課號
課程名稱
階段
學分
時數
修
教師
班級
人
撤
備註
99-1
138985
隨機程序
1
3.0
3
★
呂振森
電機所
31
1
教學大綱與進度:
教師姓名
呂振森
Email
jsleu@ntut.edu.tw
最後更新時間
2010-08-12 12:47:04
課程大綱
1. Probabilities and measures 2. Random variables and random vectors 3. Expectation, convergence of random sequences, and law of large number 4. Specification of random processes 5. Stationarity, conditional probability/expectation, and ergodic properties
課程進度
第 1-3 週 Probabilities and measures 第 4-6 週 Random variables and random vectors 第 7-11 週 Expectation, convergence of random sequences, and law of large number (含1st mid-term exam-4 problems) 第 12-15 週 Specification of random processes 第 15-17 週 Stationary, conditional probability/expectation, and ergodic properties (含2nd mid-term exam-4 problems) 第 18 週 Final exam - 6 problems
評量方式與標準
成績評量,主要來自2次期中小考及1次期末考,題目共14題,採最佳10題作為原始成績,再加以調整。
使用教材、參考書目或其他
【遵守智慧財產權觀念,請使用正版教科書,不得使用非法影印教科書】
使用外文原文書:
參考書目: 1.“Random Processes – a mathematical approach for engineers”, Robert M. Gray and Lee D. Davisson, Prentice-Hall 1986. 2.“Probability and Measure”, 3rd Edition, Patrick Billingsley, New York-Wiley, 1995. 3.“Probability, Random Variables, and Stochastic Processes”, 3rd Edition, Athanasios Papoulis, McGraw-Hill, 1991. 4. “Introduction to Random processes”, Eugene Wong. 5“Probability, Random Processes, and Ergodic Properties”, Robert M. Gray, Springer, 2009.
課程諮詢管道
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