MATH 2905/3905 Queueing Theory and Simulation

Syllabus: (1) Stochastic Process : Birth and Death Process, Poisson Process, Waiting Time Paradox etc.
                (2) Markovian Queueing Systems: Single-server Queues, Multiple-server Queues, Little's Formula etc.
                (3) Higher Dimensional and Non-Markovian Queueing Systems: Queues with Overflow,
                Queues in Tandem, M/G/1 Queue etc.
                (4) Simulation: Random Numbers, Inverse Transformation Method, Acceptance-rejection etc.

Instructor: Dr Wai-Ki CHING (Room 414, Run Run Shaw Building, Email: wching@hku.hk).

Consultation Hours:WED 14:00--17:00

Tutor: Miss GU Jiawen (Run Run Shaw Building Room 205, Email: jwgu.hku@gmail.com)

Consultation Hours: TUE 14:00-16:00.

Time Table: TUE (9:30-10:20) and FRI (10:30-11:20) [MW322]

Reference: S .M. Ross (2000) Introduction to Probability Models, (7th Edition) San Diego, Calif. : Academic Press. [ HKU Library Call Number : 519.2 R82 i ]

Method of Assessment: Final Exam (50%) and Tests (40%) and Assignments (10%).

Notes in PDF: Part One, Part Two, Part Three, Part Four

Assignments in PDF: Assignment One, Assignment Two, Assignment Three, Assignment Four.