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 4560 and APPM 5560.
instructor(s)
Corcoran, Jem
Primary Instructor
- Spring 2020 / Spring 2021 / Spring 2022 / Spring 2023