STAT 5100 - Markov Processes, Queues, and Monte Carlo Simulations Course uri icon

Overview

description

  • 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 APPM 4560.

instructor(s)

  • Corcoran, Jem  
    Primary Instructor - Spring 2020 / Spring 2021