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Prerequisites
| ♠ | IEEM203000 (Engineering Statistics) or equivalent basic probability course. |
Textbook
| ♠ | Introduction to Probability Models, 10th Ed. by Sheldon M. Ross, Academic |
| Press, 2009 (or the newest version). |
Student Learning Objectives
| ♠ | To develop an ability to model dynamical processes as stochastic processes; |
| ♠ | To develop an understanding of important qualitative characteristics of |
| stochastic processes; | |
| ♠ | To develop an ability to analyze basic stochastic processes. |
Course Topics
Chapter 3. Conditional Probability and Conditional Expectation
Chapter 4. Markov Chains
Chapter 5. The Exponential Distribution and the Poisson process
Chapter 6. Continuous-time Markov Chain (CTMC)
Chapter 7. Renewal theory and its applications
Chapter 8. Queueing Theory
| ♠ | Student presentation (1 week) |
General Policies
This course will adopt the “flip-classroom” mode, that is, lecture videos will be provided on a weekly basis before the class time. Students are required to watch the videos and bring their questions to the classroom. The instructor will answer the questions until everything is CLEAR. Quiz will be conducted to ensure that students have a full understanding about the teaching materials. Finally, class exercises will be provided with students to practice in class in groups. Discussion about the exercises are expected.
Final Project
The goal of the project is to learn about an application area where stochastic process models have been successfully used to model realistic situations. You should choose an area you are interested in (such as manufacturing, inventory management, transportation, health care, finance, insurance, telecommunication, software reliability, etc.), study the related literature (paper, book etc.), and do some computational work. This will be a team project (four team members at most) for which you are required to prepare a project report (around 10 pages, not counting cover and reference list), written at a level that your classmates could read. Specifically, the report should include:
