Course Page

Advanced Stochastic Models

Course Number:

47776


Faculty

Alan Scheller-Wolf, awolf@andrew.cmu.edu


Program

PHD


Concentrations

Operations Research


Course Description

We will be exploring advanced topics in stochastic processes and queueing theory, potentially including stochastic orderings, heavy tails, conservation laws, approximation techniques, queue decomposition, limiting analysis (fluid, heavy traffic), coupling, and perfect simulation.  I am also open to discussing other topics suggested by the class.  Each topic will first be presented in terms of the technique being introduced and then in terms of the application of that technique to solving problems in operations, services, or computer science.

The techniques studied in this class are useful to students in Computer Science, Tepper, Mathematics, ACO, Statistics, and Engineering. This course will include a variety of open problems, problems of interest to both theory and practice.   


Format

Lecture: 100min/wk and Recitation: 50min/wk


Pre-requisites

None