Webrelaunch 2020

Applied Stochastic Models (Sommersemester 2008)

Termine
Vorlesung: Montag 9:45-11:15 Seminarraum 31
Freitag 8:00-9:30 Seminarraum 31
Übung: Donnerstag 14:00-15:30 Seminarraum 12
Lehrende
Dozent, 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.