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Applied Stochastic Models (Summer Semester 2008)

Lecture: Monday 9:45-11:15 Seminarraum 31
Friday 8:00-9:30 Seminarraum 31
Problem class: Thursday 14:00-15:30 Seminarraum 12
Lecturer, Problem classes Dr. Daniel Gentner
Office hours:
Room Allianz-Gebäude (05.20)

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.