| General stochastic process models. Stationarity property. Branching processes. Random walks, The
classical ruin problem. Difference equations. Counting process, Poisson process, Distribution of
inter-arrival times and arrival times, Compound Poisson process, Mixed Poisson process. Discrete time
Markov Chains (DTMC), Classification of states, The decomposition theorem, Long-term probability
distribution. Time-homogeneous Markov Jump Process, Kolmogorov differential equations, Birth and
death processes. Inhomogeneous Markov Chains. The M/M/1 queue, Equilibrium behavior, M/M/k,
M/M/8 and M/G/1 queues. The Pollaczek-Khintchine formula.
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Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu |
