University Course Planner The University of Adelaide Australia

APP MTH 3016 - Random Processes III

Career: Undergraduate
Units: 3
Term: 4120
Campus: North Terrace
Contact: Up to 3 hours per week
Available for Study Abroad and Exchange: Yes
Available for Non-Award Study: Yes
Pre-Requisite: (MATHS 1012 and MATHS 2103) or (MATHS 2201 and MATHS 2202) or (MATHS 2106 and MATHS 2107)
Assumed Knowledge: Knowledge of Markov chains, such as would be obtained from MATHS 2103
Assessment: Ongoing assessment, exam
Syllabus:

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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Student Status

Domestic
International

What type of place are you studying in

Commonwealth supported
Full fee paying

Study Level

Undergraduate
Postgraduate Coursework
Non Award

Program of Study

Study Abroad student tuition fees are available here

Only some Postgraduate Coursework programs are available as Commonwealth Supported. Please check your program for specific fee information.

The fees displayed below for international students are for students commencing a program in 2024 only. International students who commenced a program in 2023 or prior can find their fee here.

Units
EFTSL
Amount
3
0.125
          
  


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
4120 Mon 09/08/2021 Wed 18/08/2021 Fri 17/09/2021 Fri 29/10/2021


Class Details

Enrolment Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
22809 LE01 90 43 29 Jul - 16 Sep Thursday 9am - 10am Engineering Sth, S112, Teaching Room
7 Oct - 28 Oct Thursday 9am - 10am Engineering Sth, S112, Teaching Room
Related Class: Tutorial
Class Nbr Section Size Available Dates Days Time Location
22812 TU02 45 33 29 Jul - 16 Sep Thursday 11am - 12pm MyUni, OL, Online Class
7 Oct - 28 Oct Thursday 11am - 12pm MyUni, OL, Online Class
Note: This class is for offshore / remote students only. Please refer to MyUni for details once enrolled.
22813 TU01 45 10 27 Jul - 14 Sep Tuesday 1pm - 2pm Ingkarni Wardli, B18, Teaching Room
5 Oct - 26 Oct Tuesday 1pm - 2pm Ingkarni Wardli, B18, Teaching Room
Note: This class will be delivered face to face.