APPM 4560 - Markov Processes, Queues, and Monte Carlo Simulations uri icon



  • Brief review of conditional probability and expectation followed by a study of Markov chains, both discrete and continuous time, including Poisson point processes. Queuing theory, terminology and single queue systems are studied with some introduction to networks of queues. Uses Monte Carlo simulation of random variables throughout the semester to gain insight into the processes under study. Same as APPM 5560 and STAT 4100.


  • Corcoran, Jem  
    Primary Instructor - Spring 2019 / Spring 2020 / Spring 2021 / Spring 2022 / Spring 2023
  • Lladser, Manuel E.  
    Primary Instructor - Fall 2018 / Fall 2023