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.

Note: lecture notes may change from year to year.
Lecture (Introduction)

Lecture (Review of probability and random variable: I)

Lecture (Review of probability and random variable: II)

Lecture (Stochastic Process, baby queueing theory and method of stages)

Lecture (M/G/1 queue, busy-cycle analysis)

Lecture (G/M/m queueing systems)

Lecture (G/G/1 queueing systems)

Lecture (Bounds, Approximation and Heavy-Traffic Analysis)

Lecture (Introduction to Fluid Analysis)

Lecture (Introduction to priority queue)

Lecture (Introduction to transient analysis via uniformization)

Lecture (Introduction to Matrix-Geometric Method)

Lecture (Introduction to queueing network)

Lecture (Introduction to sample path analysis)

Lecture (Introduction to inequality, Law of large number and large deviation theory)

Lecture (Introduction to Markov Decision Theory)

Lecture Simulation Techniques

Lecture Fuid and Diffusion Approximation

Simulation Project for 2009 (Deadline: submit the source code/documentation in a CD/DVD during the final exam)

Take Home Exam (Deadline: May 4, 2007, 5:00 PM. Please submit to Room 1031)

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

Take Home Midterm for 2005-2006

CSIM homepage: (User's Manual for Simulation Package)

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, or login to any solaris machines, search for: