Postgraduate Course: Stochastic Modelling (MATH11029)
Course Outline
| School |
School of Mathematics |
College |
College of Science and Engineering |
| Course type |
Standard |
Availability |
Available to all students |
| Credit level (Normal year taken) |
SCQF Level 11 (Postgraduate) |
Credits |
10 |
| Home subject area |
Mathematics |
Other subject area |
Operational Research |
| Course website |
http://student.maths.ed.ac.uk
|
Taught in Gaelic? |
No |
| Course description |
Markov chains: discrete state, discrete time chains; classification of states; stationary and limit distributions; absorption problems; first passage and recurrence times; insurance, reservoir control, inventory, manpower planning problems; Markov processes in continuous time, viewed as a natural generalization of birth-death processes covered in the Simulation course.
Queueing systems; balance equations for M/M/1 systems and birth-death queues; Little's law; imbedded Markov chain analysis for M/G/1 systems; optimisation problems for single class queues; dynamic control of multi-class queueing systems. |
Entry Requirements
| Pre-requisites |
|
Co-requisites |
|
| Prohibited Combinations |
|
Other requirements |
None
|
| Additional Costs |
None |
Information for Visiting Students
| Pre-requisites |
None |
| Displayed in Visiting Students Prospectus? |
Yes |
Course Delivery Information
|
| Delivery period: 2010/11 Block 4 (Sem 2), Not available to visiting students (SS1)
|
WebCT enabled: Yes |
Quota: None |
| Location |
Activity |
Description |
Weeks |
Monday |
Tuesday |
Wednesday |
Thursday |
Friday |
| No Classes have been defined for this Course |
| First Class |
First class information not currently available |
| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
Stationery Requirements |
Comments |
| Main Exam Diet S2 (April/May) | | 2:00 | 20 sides | c/w U01633, U01649 |
Summary of Intended Learning Outcomes
| Knowledge of behaviour of discrete-state discrete and continuous time Markov Chains. Where appropriate, the ability to formulate real-life problems as a Markov Process. Understanding of elementary queueing theory. Awareness of modern developments in the control of queueing systems. |
Assessment Information
| Coursework 15% and Examination 85% |
Special Arrangements
| None |
Additional Information
| Academic description |
Not entered |
| Syllabus |
Not entered |
| Transferable skills |
Not entered |
| Reading list |
Not entered |
| Study Abroad |
Not entered |
| Study Pattern |
Not entered |
| Keywords |
SM_OR |
Contacts
| Course organiser |
Dr Julian Hall
Tel: (0131 6)50 5075
Email: J.A.J.Hall@ed.ac.uk |
Course secretary |
Mrs Frances Reid
Tel: (0131 6)50 4883
Email: f.c.reid@ed.ac.uk |
|
copyright 2011 The University of Edinburgh -
13 January 2011 6:21 am
|
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