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MTH3276 - Probability models and simulation6 points, SCA Band 2, 0.125 EFTSLUndergraduate Faculty of ScienceLeader: Dr Andrew PercyOfferedGippsland First semester 2008 (Off-campus) SynopsisThis 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. ObjectivesOn 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% Contact hours3 hour lectures and 1 hour tutorial/workshop per week PrerequisitesMAT1085 and MTH1210 or STA1010 ProhibitionsMAS2021, MAT2216, MAT3167, MAT3262 |