Discrete time Markov chain (DTMC), continuous time Markov chain (CTMC), Kendall's notation, Petri net
Abstract:
Discrete event process, definition, random distribution, and probability. Basic processes, process of revitalisation. Markov process, Markov models, Kendall classification, model M/M/1, models M/M/n. Non-markovian models, model M/C/n, models G/G/n. Models with continuous flow. Service net, examples of Petri net. Computer simulation.
Objectives:
Basic principles of stochastic processes, simulation techniques and elementary analytical methods for investigation of queueing systems.