University Course Planner The University of Adelaide Australia

APP MTH 3016 - Random Processes III

Career: Undergraduate
Units: 3
Term: 3720
Campus: North Terrace
Contact: Up to 3 hours per week
Available for Non-Award Study: Yes
Pre-Requisite: MATHS 1012
Assumed Knowledge: Knowledge of Markov chains, such as would be obtained from MATHS 2103
Assessment: Ongoing assessment 30%, exam 70%

This course introduces students to the fundamental concepts of random processes, particularly continuous-time Markov chains, and related structures. These are the essential building blocks of any random system, be it a telecommunications network, a hospital waiting list or a transport system. They also arise in many other environments, where you wish to capture the development of some element of random behaviour over time, such as the state of the surrounding environment. Topics covered are: Continuous-time Markov-chains: definition and basic properties, transient behaviour, the stationary distribution, hitting probabilities and expected hitting times, reversibility; Queueing Networks: Kendall's notation, Jackson networks, mean; Loss Networks: truncated reversible processes, circuit-switched networks, reduced load approximations. Basic Queueing Theory: arrival processes, service time distributions, Little's Law; Point Processes: Poisson process, properties and generalisations; Renewal Processes: preliminaries, renewal function, renewal theory and applications, stationary and delayed renewal processes;

Course Fees

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Please note: 2018 Commonwealth Supported Student Contribution amounts will be unavailable until the sector receive the approved amounts from the Australian Government

  Commonwealth Supported Student Contribution
Tuition Fees
Units EFTSL Pre-2010 2010 Onwards Domestic International
3 0.125 Band 2 Not Available Band 2 Not Available select program select program

Course Outline

A Course Outline which includes Learning Outcomes, Learning Resources, Learning & Teaching for this course may be accessed here

Critical Dates

Term Last Day to Add Online Census Date Last Day to WNF Last Day to WF
3720 Mon 07/08/2017 Thu 31/08/2017 Fri 15/09/2017 Fri 27/10/2017

Class Details

Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
23770 LE01 50 3 24 Jul - 11 Sep Monday 2pm - 3pm Engineering Nth, N158, Chapman Lecture Theatre
26 Jul - 13 Sep Wednesday 11am - 12pm Lower Napier, LG29, Lecture Theatre
28 Jul - 15 Sep Friday 1pm - 2pm Napier, 209, Lecture Theatre
2 Oct - 23 Oct Monday 2pm - 3pm Engineering Nth, N158, Chapman Lecture Theatre
4 Oct - 25 Oct Wednesday 11am - 12pm Lower Napier, LG29, Lecture Theatre
6 Oct - 27 Oct Friday 1pm - 2pm Napier, 209, Lecture Theatre