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Institut für Stochastik

Sekretariat
Kollegiengebäude Mathematik (20.30)
Zimmer 2.056 und 2.002

Adresse
Hausadresse:
Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Englerstr. 2
D-76131 Karlsruhe

Postadresse:
Karlsruher Institut für Technologie (KIT)
Institut für Stochastik
Postfach 6980
D-76049 Karlsruhe

Öffnungszeiten:
Mo-Fr 10:00 - 12:00

Tel.: 0721 608 43270/43265

Fax.: 0721 608 46066

Applied Stochastic Models (Sommersemester 2008)

Dozent: Prof. Dr. Panamalai Ramarao Parthasarathy
Veranstaltungen: Vorlesung (1596), Übung (1597)
Semesterwochenstunden: 4+2


Termine
Vorlesung: Montag 9:45-11:15 Seminarraum 31
Freitag 8:00-9:30 Seminarraum 31
Übung: Donnerstag 14:00-15:30 Seminarraum 12
Dozenten
Dozent, Übungsleiter Dr. Daniel Gentner
Sprechstunde:
Zimmer Allianz-Gebäude (05.20)
Email:

Course content

Elements of Queues and Inventories
Reliability Theory: Replacements and maintenance; discounting; Group
replacements; Series and parallel systems; System reliability and availability,
Simple reliability models
Simulation: Random numbers and Monte Carlo simulation; Generating
discrete and continuous random variables; Simulation with process models,
queueing models, Statistical analysis of simulated data; Variance reduction;
Goodness of t; Markov chain Monte carlo.
Quality Control: Acceptance Sampling for attributes and for variables;
Operating characteristics and average run length; Single, double and sequen-
tial plans; Control charts, their construction and use.

Script

Script
Author: Bastian Erdnüß.

Problem Sheets

Problem Set 1 | Solutions 1
Problem Set 2 | Solutions 2
Problem Set 3 | Solutions 3
Problem Set 4 | Solutions 4
Problem Set 5 | Solutions 5
Problem Set 6 | Solutions 6
Problem Set 7 | Solutions 7
Problem Set 8 | Solutions 8
Problem Set 9 | Solutions 9
Problem Set 10 | Solutions 10
Problem Set 11 | Solutions 11
Problem Set 12 | Solutions 12
Problem Set 13 | Solutions 13

Prüfung

Students may take an oral examination.