Course Details

Course details of EE6150
Course NoEE6150
Course TitleStochastic Modeling and the Theory of Queues
Course Content1. A short tour through basics (not very measure theoretic) of axiomatic probability theory, convergence, and laws of large numbers. 2. Discrete time Markov chains: class properties, stationary distribution, hitting and mixing times, coupling, and applications to queues and social networks. 3. Renewal theory: elementary renewal theorem, Wald's lemma, renewal reward theorem, and batch biasing (brief discussion on Key and Blackwell's renewal theorem). 4. Poisson process. 5. Continuous time Markov chains: stationarity, time reversal, Kelly's lemma, reversibility, and applications to social networks and queues. 6. (If time permits) Chernoff bound and introduction to large deviations; Martingales and concentration. ​
Course Offered this semesterNo
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