MTH3276

Probability models and simulation ( 6 points, SCA Band 2, 0.125 EFTSL)

Leader: Associate Professor P R Rayment

Offered:
Not offered in 2005.

Synopsis: This unit is designed to introduce students to simple random processes in discrete and continuous time, to develop the ability to build probabilistic models (emphasising queueing models) and to build a basis for design and control of queues. It also introduces simulation techniques for solving problems where analytical methods are inappropriate.

Objectives: On completion of this unit, students will be able to demonstrate an understanding of simple models for random processes and in particular of Markov chains in discrete and continuous time; obtain the equilibrium distribution of a Markov chain (where it exists) and (in particular) of a continuous-time-birth-death process; derive basic measures of effectiveness of some queuing models based on the birth-death process or the more general Markov process and apply these to the design and control of queues; develop and run some simple simulation models and report the results.

Assessment: Three assignments: 40% + Examination (3 hours): 60%

Contact Hours: 3 hour lectures and 1 hour tutorial/workshop per week

Prerequisites: MAT1085 and MTH1210 or STA1010

Prohibitions: MAS2021, MAT2216, MAT3167, MAT3262