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MTH3276 - Probability models and simulation

6 points, SCA Band 2, 0.125 EFTSL

Undergraduate Faculty of Science

Leader: Associate Professor P R Rayment


Not offered in 2007


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.


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.


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

Contact hours

3 hour lectures and 1 hour tutorial/workshop per week


MAT1085 and MTH1210 or STA1010


MAS2021, MAT2216, MAT3167, MAT3262