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Applied Stochastic Models (Summer Semester 2009)

Lecture: Monday 14:00-15:30 Seminarraum 34
Wednesday 14:00-15:30 Seminarraum 33
Problem class: Tuesday 15:45-17:15 Seminarraum 31

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.


Author: Bastian Erdnüß.