Applied Stochastic Models (Summer Semester 2009)
- Lecturer: Prof. Dr. Panamalai Ramarao Parthasarathy
- Classes: Lecture (1596), Problem class (1597)
- Weekly hours: 4+2
| Schedule | ||
|---|---|---|
| Lecture: | Monday 14:00-15:30 | Seminarraum 34 |
| Wednesday 14:00-15:30 | Seminarraum 33 | |
| Problem class: | Tuesday 15:45-17:15 | Seminarraum 31 |
| Lecturers | ||
|---|---|---|
| Lecturer | Prof. Dr. Panamalai Ramarao Parthasarathy | |
| Office hours: | ||
| Room Allianz-Gebäude (05.20) | ||
| Email: Parthasarathy@stoch.uni-karlsruhe.de | Problem classes | Dr. Daniel Gentner |
| Office hours: | ||
| Room 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 Sheet 1|Solutions 1
Problem Sheet 2|Solutions 2
Problem Sheet 3|Solutions 3
Problem Sheet 4|Solutions 4
Problem Sheet 5|Solutions 5
Problem Sheet 6|Solutions 6
Problem Sheet 7|Solutions 7
Problem Sheet 8|Solutions 8
Problem Sheet 9|Solutions 9
Problem Sheet 10|Solutions 10
Problem Sheet 11|Solutions 11
Problem Sheet 12|Solutions 12
Problem Sheet 13|Solutions 13
Examination
Students may take an oral examination.