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.
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Lecture
(Introduction)
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Lecture
(Review of probability and random variable: I)
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Lecture
(Review of probability and random variable: II)
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Lecture
(Stochastic Process, baby queueing theory and method of stages)
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Lecture
(M/G/1 queue, busy-cycle analysis)
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Lecture
(G/M/m queueing systems)
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Lecture
(G/G/1 queueing systems)
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Lecture
(Bounds, Approximation and Heavy-Traffic Analysis)
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Lecture
(Introduction to Fluid Analysis)
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Lecture
(Introduction to priority queue)
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Lecture
(Introduction to transient analysis via uniformization)
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Lecture
(Introduction to Matrix-Geometric Method)
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Lecture
(Introduction to queueing network)
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Lecture
(Introduction to sample path analysis)
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Lecture
(Introduction to inequality, Law of large number and large deviation theory)
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Lecture
(Introduction to Markov Decision Theory)
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Lecture
Simulation Techniques
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Lecture
Fuid and Diffusion Approximation
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Simulation Project for 2009
(Deadline: submit the source code/documentation in a CD/DVD during
the final exam)
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Take Home Exam
(Deadline: May 4, 2007, 5:00 PM. Please submit to Room 1031)
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Supplement: lecture nots by P. Nain
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Homework 1
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Homework 2A
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Homework 2B
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Homework 3
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Homework 4
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Homework 5
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Homework 6 (only problem 12 and 13)
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Simulation Project I
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Simulation Project II
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Laplace and Z-Transform Tables
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Take Home Midterm for 2005-2006
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CSIM homepage: (User's Manual for Simulation Package)
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Code for simulating an M/M/1 System
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Output Trace file for M/M/1
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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, or login to any solaris machines, search for:
- Main directory: /usr/local/csim (SPARC platform)
- Binary files : /usr/local/csim/bin
- Library files : /usr/local/csim/lib
- User guide : /usr/local/csim/doc
- Example files : /usr/local/csim/demo
- Source file for other platforms: /usr/local/csim/ftp