ELEN E6711: Stochastic Models in Information Systems

Course Benefits

  Provides a straighforward theoretical foundation to elementary stochastic models.
  Focuses on the intuitive understanding of stochastic processes.
  Enables the further exploration of stochastic models as they arise in networking, communications, bio-informatics, computer science, controls, and signal processing.

Professor Lazar

  Interests: Networking Games, Programmable Networks, Biological Networks
  Further information about the instructor is available under URL: http://www.ee.columbia.edu/~aurel.

Applicable Degree Programs

Most courses 4000-level and above can be credited to all degree programs. All courses are subject to advisor approval.

Lecturer: Professor Aurel A. Lazar
  Office hours: Wednesdays and Fridays, 11:00 AM - 12:00 PM, EST, Room 819 CEPSR
  E-mail address: aurel "at" ee.columbia.edu
  Class Web Site: Offered by CourseWorks
  Teaching Assistant: Eftychios-Aristodimos Pnevmatikakis
  TA Office Hours: Fridays, 11:30 AM - 1:30 PM, 1247 Mudd
Day and Time: Mondays and Wednesdays, 9:10 AM - 10:25 AM
Class Location: 545 SW Mudd
Credits for course: 4 1/2 points
Prerequisites An undergraduate level course in probability theory (e.g., Statistics-IEOR W3658) or the instructor's approval. Familiarity with abstract models and reasoning as they arise in EE and CS is helpful.
Description: Probability Review, Discrete-Time Markov Models, Recurrence and Ergodicity, The Structure of Hidden Markov Models, Continuous-Time Markov Models, Gibbs Fields.
Required text(s): Pierre Bremaud, Markov Chains, Gibbs Fields, Monte Carlo Simulation, and Queues, Springer-Verlag, New York, 1999.
Reference text(s): Erhan Cinlar, Stochastic Processes, Prentice-Hall, Englewood Cliffs, NJ, 1975.
Homework(s): 4-6 problems each week.
Paper(s): ---
Project(s) ---
Midterm exam: Monday, October 25, 2004, 9:00-10:30 AM.
Final Exam: Monday, December 13, 2004, 9:00 AM - 12:00 PM.
Grading Homeworks 1/6, midterm 1/3, final 1/2
Hardware requirements: ---
Software requirements: ---
Homework submission: Mondays at 12:00 noon.