Applied Stochastic Models (Summer Semester 2008)
- Lecturer: Prof. Dr. Panamalai Ramarao Parthasarathy
- Classes: Lecture (1596), Problem class (1597)
- Weekly hours: 4+2
| Schedule | ||
|---|---|---|
| Lecture: | Monday 9:45-11:15 | Seminarraum 31 |
| Friday 8:00-9:30 | Seminarraum 31 | |
| Problem class: | Thursday 14:00-15:30 | Seminarraum 12 |
| Lecturers | ||
|---|---|---|
| Lecturer, 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 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
Examination
Students may take an oral examination.