Applied Stochastic Models (Sommersemester 2009)
- Dozent*in: Prof. Dr. Panamalai Ramarao Parthasarathy
- Veranstaltungen: Vorlesung (1596), Übung (1597)
- Semesterwochenstunden: 4+2
| Termine | ||
|---|---|---|
| Vorlesung: | Montag 14:00-15:30 | Seminarraum 34 |
| Mittwoch 14:00-15:30 | Seminarraum 33 | |
| Übung: | Dienstag 15:45-17:15 | Seminarraum 31 |
| Lehrende | ||
|---|---|---|
| Dozent | Prof. Dr. Panamalai Ramarao Parthasarathy | |
| Sprechstunde: | ||
| Zimmer Allianz-Gebäude (05.20) | ||
| Email: Parthasarathy@stoch.uni-karlsruhe.de | 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 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
Prüfung
Students may take an oral examination.