University Course Planner The University of Adelaide Australia

APP MTH 3016 - Random Processes III

Career: Undergraduate
Units: 3
Term: Semester 2
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

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
Semester 2 Mon 08/08/2022 Wed 17/08/2022 Fri 16/09/2022 Fri 28/10/2022


Class Details

Enrolment Class: Workshop
Class Nbr Section Size Available Dates Days Time Location
25279 WR01 45 10 27 Jul - 14 Sep Wednesday 10am - 11am Ingkarni Wardli, 218, Teaching Room
5 Oct - 26 Oct Wednesday 10am - 11am Ingkarni Wardli, 218, Teaching Room
Note: This class will be delivered both online and face to face. Please refer to MyUni for details once enrolled.
Related Class: Tutorial
Class Nbr Section Size Available Dates Days Time Location
22915 TU02 45 39 28 Jul - 15 Sep Thursday 4pm - 5pm MyUni, OL, Online Class
6 Oct - 27 Oct Thursday 4pm - 5pm MyUni, OL, Online Class
Note: This class is for offshore/interstate students only. Please refer to MyUni for details once enrolled.
25278 TU01 45 16 29 Jul - 16 Sep Friday 2pm - 3pm Barr Smith South, 2052, Teaching Room
7 Oct - 28 Oct Friday 2pm - 3pm Barr Smith South, 2052, Teaching Room
Note: This class is only available for face-to-face (on-campus) students.
Related Class: Lecture
Class Nbr Section Size Available Dates Days Time Location
28924 LEC0 60 25 This class does not have any timetabled face-to-face sessions. Please check MyUni or contact your Course Coordinator for details.