# Stochastic Network Modeling (SNM)

Compulsary course of the Speciality
Computer Networks and Distributed Systems
of the
Master in Innovation and Research in Informatics.

### Important dates

- First assessment: 16/10/2013
- Second assessment: 20/11/2013
- Final Exam: January 10/01/2014 at 10h.

## Abstract:

The goal of this course is giving the student a background in
stochastic processes and their application to computer networks. This
is a methodological course that forms the student in mathematical
stochastic modeling.
## Methodology:

4 hours per week, dedicated to magistral classes to explain the theory
and solve problems. The students activities will consist of reading
material and solving practical problems that will be proposed during
the course.

Timetable
## Evaluation:

The theory mark will be calculated from the problems delivered by the
student, assessment marks and a final exam mark. The formula for
calculating the mark for the course is:
- NF = 0.1 * NP + 0.30 * max{EF, C} + 0.60 * EF

where:
- NF = final mark
- EF = final theory exam
- NP = Problems delivered by the students
- C = average assessments mark: C = 0.5*C1 + 0.5*C2

## Teacher

Llorenç Cerdà-Alabern, llorencac.upc.edu

Office: C6-213

Tel: 93.401.67.98

## Contents

- Discrete Time Markov Chains (DTMC)
- Continuous Time Markov Chains (CTMC)
- Queuing Theory

## References

- Numerical tools:
- Books
*Finite Markov Chains*

John G Kemeny, J Laurie Snell. Springer, 1960.
*Probability, Stochastic Processes and Queuing Theory.*

R. Nelson. Spinger, 1995.
*Introduction to probability models.*

Sheldon M. Ross. Academic Press, New York, 2003
* Probability and Statistics with Reliability, Queuing, and
Computer Science Applications*

Kishor S. Trivedi, John Wiley and Sons, New York, 2001.
*An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Edition*

William Feller. Wiley, 1968