MTH3276 - Probability models and simulation

Leader(s): Dr Andrew Percy

Offered

Not offered in 2009

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 queuing 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

Three 1-hour lectures and one 1-hour tutorial/workshop per week

Prerequisites

MAT1085 and MTH1210 or STA1010

Prohibitions

MAS2021, MAT2216, MAT3167, MAT3262