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Record the learning materials of the course - "STOCHASTIC ANALYSIS OF COMPUTER NETWORKS" in National Cheng Kung University.
Stochastic Calculus
Record the learning materials of the course - "stochastic calculus" in National Cheng Kung University.
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Github with MathJax
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Stochastic Calculus
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Practice Cases
- Example 2.5 (See more)
- Example 3.31 (See more)
- Poisson Distribution (See more)
- Random Access Problem in Machine-to-Machine (See more)
- Compound Random Variables
- Some useful self-defined libraries
- Presentation (on Course)
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Practice Cases
- Author
Mostly use C++
to do both simulation/mathematic work and validation.
Develop environment requirement:
- Operating System :
ubuntu 16.04
version gnuplot version 5.0 patchlevel 3 g++ gcc version 5.4.0 20160609 (Ubuntu 5.4.0-6ubuntu1~16.04.9) make GNU Make 4.1 astyle Artistic Style Version 2.05.1
Practice Cases
Example 2.5 (See more)
Normal case | Increased simulation times |
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Example 3.31 (See more)
Poisson Distribution (See more)
Merge Poisson Process | Split Poisson Process | |
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Mathematic | ![]() |
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Simulation | ![]() |
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Random Access Problem in Machine-to-Machine (See more)
Access Class Barring | Random Access |
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Compound Random Variables
Some useful self-defined libraries
Name | Description |
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parse_arg | parsing the argument from argc /argv |
poisson | generating poisson distribution. |
rand_gen | additional wrapper of different kinds of random number generator. |
event_list | scheduling、storing event list, use for discrete event simulation process. |
Presentation (on Course)
Author
- Kevin Cyu(瞿旭民), [email protected]