Stochastic Systems

Catalog description

Advanced topics in conditional probability, discrete-state Markov chains, exponential and Poisson processes, Erlang processes, basic queueing models and several important variations, congestion problems in banks, airline reservation systems, waiting lines in machine job shops, problems encountered on design and analysis of multiprogramming and timesharing computer systems, renewal theory, continuous transition Markov chains, introduction to system reliability. Modeling and methodology. Emphasis on application. Prerequisite: SSIE 505 or equivalent.