Instructor:
Dr. John C.S. Lui
I would like to extend my appreciation to Dr. William Cheng,
the creator of the TGIF graphics package, which makes my life
much easier in creating these lecture notes.
-
Lecture 1
(Review: probability, random variables, transform, inequalities,
limit theorems.)
-
Lecture 2
(Stochastic Process, Markov chain)
-
Lecture 3
(Birth-Death Process)
-
Lecture 4
(Phase-type Systems)
-
Lecture 5
(M/G/1 System)
-
Lecture 6
(Introduction to priority queue)
-
Lecture 7
(Introduction to transient analysis via uniformization)
-
Lecture 8
(Introduction to Matrix-Geometric Method)
-
Supplement: lecture nots by P. Nain
-
Homework 1
-
Homework 2A
-
Homework 2B
-
Homework 3
-
Homework 4
-
Homework 5
-
Homework 6 (only problem 12 and 13)
-
Simulation Project I
-
Simulation Project II
-
Laplace and Z-Transform Tables
-
CSIM homepage: (User's Manual for Simulation Package)
-
Link to CSIM's lecture
-
Code for simulating an M/M/1 System
-
Output Trace file for M/M/1
-
gzipped tarfile for the two sample programs (provided by Sam C.M. Lee)
Links
For CS&E students, to access the CSIM package, please refer to the
CS Corner.
For IE students, the CSIM package is in the IE machines. You
can access the package based on the following directories:
- for cc: /usr/local/bin/csim
- for cpp: /usr/local/bin/csim.cpp
- for gcc: /usr/local/bin/csim.gcc
- for gpp: /usr/local/bin/csim.gpp
The CSIM manual is available at
http://course.ie.cuhk.edu.hk/manual/csim/
The CSIM for PC is located at:
http://course.ie.cuhk.edu.hk/manual/csim/csim_win.zip
The CSIM for linux version is located at:
http://course.ie.cuhk.edu.hk/manual/csim/csim_linux.tar.gz