OPER 472 and OPER 371 Stochastic processes and Queueing theory

Definition of stochastic processes. Finite Markov chains. One step and multi-steps transition probability matrices. Chapman-Kolmogorov equation. State classification. Long run distribution of Markov chains. Continuous-time Markov processes (Birth-and-death processes, Poisson process). Queuing theory and models: Cumulative diagrams of queues. Performance measures. Basic Markovian queuing models (single server queue, multi-server queue, finite capacity queues). Some Non-Markovian queues. Some Non-Markovian queues with bulk arrival and service