Stochastic Processes CE695 
  CE Department- Sharif University of Technology Fall 2012 - Group 1 

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Announcments

  1391-12-25 March 15, 2013 08:57 PM  
The final grades are uploaded in the Grades section. All objections have been taken into account. The grades that will be sent are decided upon by the course instructor.

  1391-12-21 March 11, 2013 07:22 PM  
All grades have been uploaded in Grades Section.

All objections will be considered on Tuesday and Wednesday (12th and 13th of March 2013) 13:30 to 15:00 at CE 814.
Orange shows that the person failed to attend all exams.
Yellow shows late HW submissions which have not been considered (for now).
Red shows that the TAs judged your HW to be dishonest.
Objections can only be made for the following:
1. Midterm II and Final exam.
2. Any grade that you believe is missing.

  1391-10-20 January 09, 2013 02:18 PM  
Deadline of optional questions of HW6 has been extended to Sunday 24th Dey 91.

  1391-10-19 January 08, 2013 07:36 PM  
(Updated)

Some notes about HW6:

1) In question 3 pay attention to the relation between geometric distribution and Bernoulli trials (that can be modeled by Markov Chains easily).
2) As mentioned before, HMM is not in your exam material (though question 6 is mandatory).
3) For question 8 you can make an auxiliary Markov Chain with 3 states, each representing one class of the original chain, and use it to determine the general behavior of the chain as time goes to infinity (After that it would be easier to solve the original problem in details).
4) In last sentence of question 7, T_uv should be replaced by E[T_uv].

If you have any questions you can email me (hafez)

  1391-10-17 January 06, 2013 02:26 AM  
Quizes 11 and 12 and their solutions are uploaded in Resources section.

  1391-10-11 December 31, 2012 02:55 PM  
Some notes about HW6:

1) In question 8, The process starts from either S3 (with probability q) orS4 (with probability 1-q).

2)Considering the exam material, the following questions are optional:
Question 10
Question 11 part b
Question 8 part c (as mentioned in the pdf)
Question 5 (the optional keyword was dropped accidentally)

  1391-10-11 December 31, 2012 02:54 PM  
The final exam will cover the following material:

Chapter 9 of the papoulis book: 1 question
Estimation theory: 1 question
Markov chains (sections 4.1, 4.2, 4.3 and 4.4 of the "Introduction to Probability Models"-by Ross) : 2 questions

  1391-10-05 December 25, 2012 07:55 PM  
The TA session will be held at 9:30 in CE room 204 (91/10/6).

  1391-10-04 December 24, 2012 11:12 AM  
Update: one problem was added to HW6. Please download again.

Homework 6 may be found in Assignment's section.
Please pay attention to the deadline. No extensions will be granted.

  1391-09-27 December 17, 2012 11:04 AM  
Deadline of HW5 has been extended to Saturday 2nd Dey 91.

A reference book has been uploaded for Markov Chains.

  1391-09-29 December 19, 2012 12:19 PM  
Hint about problem 8 of HW5:
For every given (fixed) x,  F(x) is a function of theta, and can be estimated by regular approaches you learned in the course. Of course we may expect the result to be a function of x. You can change the name of the parameter x in F(x) to something else (using x in defining F is actually a hint for finding an unbiased estimator).

  1391-09-25 December 15, 2012 11:27 AM  
Midterm II will be held in CE room 204.

  1391-09-24 December 14, 2012 09:03 AM  
Grades of quiz 11 can be found in Grades section.

  1391-09-22 December 12, 2012 10:05 AM  
Midetrm II will be held from 12:00 to 15:00 on Saturday 15th Dec 2012. The place will be announced soon.

  1391-09-21 December 11, 2012 04:37 PM  
An extra TA session (problem solving for Midterm II) will be held at 9:00 am to 12:00 am in CE room 204.

  1391-09-20 December 10, 2012 02:55 PM  
Some new ebooks added in Resources

  1391-09-20 December 10, 2012 08:48 AM  
Grades for Midterm I may be found in Grades.
Objections will be taken at a designated time which will be announced.

  1391-09-17 December 07, 2012 10:30 AM  
Quiz 11 will cover UMVUE and CSS.

  1391-09-16 December 06, 2012 06:13 PM  
Grades of quiz 10 may be found in Grades.

  1391-09-16 December 06, 2012 12:46 AM  
Fifth homework is uploaded in assignments section.

  1391-09-07 November 27, 2012 02:07 PM  
Grades of quiz 9 may be found in Grades.

  1391-09-06 November 26, 2012 12:47 PM  
HW #4:
Problem 4, Part B is removed from this problem set.
(As an extra exercise you can prove whether the MSS is complete or not)

  1391-08-27 November 17, 2012 10:21 AM  
TA class will not be held today.

  1391-08-24 November 14, 2012 06:12 PM  
[Updated]
Grades of quiz 8 may be found in Grades.

Fourth homework is uploaded in assignments section.

  1391-08-21 November 11, 2012 08:49 PM  
Quiz 8 and its solution are uploaded in Resources.

  1391-08-19 November 09, 2012 02:34 PM  
[Updated]
Quiz 8 will be on Sufficient and Minimal Sufficient Statistics.
Quiz 7 and its solution are uploaded in Resources.

Solution of quiz 6 is uploaded in Resources section.

  1391-08-15 November 05, 2012 04:55 PM  
Your first midterm exam will be held on Thursday 18th of Aban 9:00 am at CE Room 201.

  1391-08-14 November 04, 2012 11:23 AM  
Solutions of HW2 may be found in Resources.

  1391-08-10 October 31, 2012 12:14 AM  
Your first midterm exam will be held on Thursday 18th of Aban and will cover Chap. 9 and Sections 11.1 and 11.2 as discussed in class sessions and the TA class.

  1391-08-08 October 29, 2012 01:12 PM  
The reference for estimation sections of the course is uploaded.

  1391-08-08 October 29, 2012 12:34 PM  
The deadline for HW 3 is 15th Aban 91.

  1391-08-06 October 27, 2012 08:10 PM  
Grades of quiz 7 may be found in Grades.

Grades of quiz 6 may be found in Grades.

  1391-08-01 October 22, 2012 02:21 PM  
Third homework is uploaded in assignments section.

  1391-07-24 October 15, 2012 08:39 PM  
Transform tables have been uploaded to the resources section.

  1391-07-24 October 15, 2012 02:00 PM  
Updated Again:
A Mini-Exam covering chapters 1 to 6 of your main reference will be held Wednesday 3rd Aban at 9 am in room CE-201.

An extra session (problem solving) will be held Wednesday 26th of Mehr from 9:00 to 12:00 at room CE-201.

  1391-07-23 October 14, 2012 11:12 AM  
Hint for part b Problem 2 HW 2:
use the result of example 7-9 Papoulis

  1391-07-23 October 14, 2012 09:36 AM  
In problem 8 of HW 2, alpha is less than 1.
You can download edited version of HW2.

  1391-07-22 October 13, 2012 03:26 PM  
Quiz 5 and its solution are uploaded in Resources.
Grades of quiz 5 may be found in Grades.

  1391-07-21 October 12, 2012 09:41 AM  
Quiz 4 and its solution are re-uploaded in Resources.

  1391-07-20 October 11, 2012 01:06 PM  
A Mini-Exam covering chapters 1 to 6 of your main reference will be held Wednesday 26th Mehr at 9 am in room CE-201.

Attention:
From this week on all quizzes will be held on Saturday. All HW deadlines that were scheduled for Saturdays are moved to Mondays.

  1391-07-18 October 09, 2012 06:22 PM  
Quiz 4 and its solution are uploaded in Resources.
Grades of quiz 4 may be found in Grades.

  1391-07-16 October 07, 2012 12:01 PM  
Problem 4 of HW#2 is corrected (at Friday 91/07/14).

  1391-07-13 October 04, 2012 12:27 PM  
You may find your second homework in Assignments section. Please pay attention to the deadline.

  1391-07-11 October 02, 2012 12:47 AM  
Quiz 3 and its solution are uploaded in Resources.
Grades of quiz 3 may be found in Grades.

  1391-07-04 September 25, 2012 05:58 PM  
Quiz 2 and its solution are uploaded in Resources.
Grades of quiz 2 may be found in Grades.

  1391-07-01 September 22, 2012 03:09 PM  
An extra session regarding "review of probability theory" will be held Wednesday 5th of Mehr from 9:00 to 12:00 at room 201.

  1391-06-27 September 17, 2012 03:33 PM  
Quiz 1 and its solution are uploaded in Resources.
Grades of quiz 1 may be found in Grades.

  1391-06-26 September 16, 2012 01:30 PM  
TA sessions will be held every Saturday from 12:00 to 13:30 at room 204.

An extra session regarding "review of probability theory" will be held Wednesday 29th of Shahrivar from 9:00 to 12:00 at room 201.

See you there.

  1391-06-25 September 15, 2012 01:21 PM  
Salaam,
Welcome to Stochastic Processes course page. Please see the course syllabus and regulations in Resources section.
Our first session will be held on Saturday 25th of Shahrivar 13:30-15:00 at CE room 102. You can find your first homework in Assignments section.
Have Fun :-)

Instructor:
Hamid R. Rabiee
(rabiee@sharif.edu)

3 Units
Saturday - Monday: 13:30 - 15:00
Room: CE102

 This website is visited 289185 times since September 2012. Updated Tuesday 2015-04-07 12:05