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)


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: