BLU 528E - Advanced Modeling & Simulation of Markovian Sytems

Course Objectives

1) To give an idea of Markov modeling through Memoryless and Markov properties
2) To teach pseudo-random number generation techniques
3) To teach how to understand and simulate various Markovian queueing systems
4) To teach how to write an efficient simulator
5) To give an idea of modeling and simulation methods in IT systems

Course Description

Review of Probability Theory and Random Processes, Memoryless Property, Markov Property, Poisson Process, Pseudo-random Number Generation, Generation of Poisson Arrival Events, Simulation optimization, Confidence intervals, Simulation and performance measures of M/M/1, M/M/k, M/D/1, M/M/k/k, M/M/k/k/N systems, Erlang loss formulas, Queueing disciplines, Impatience Models, Batch Arrivals, Markovian Arrival Process (MAP), Phase-type service times, Aloha systems, Internet traffic, Router/switch simulation