Stochastic Network Modeling (SNM)
Fall 2022 Semester
Compulsary course of the Speciality
Computer Networks and Distributed Systems
of the
Master in Innovation and Research in Informatics.
Assessments and Final Exam Dates
-
First assessment (DTMC): to be fixed
- Second assessment (CTMC): to be fixed
- Final exam (all units): 12/01/2023 11:30-14:30 (final exams period)
Contact:
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
Calendar
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, llorenc
ac.upc.edu
Office: C6-213
Tel: 93.401.67.98
Contents
- Introduction
- Discrete Time Markov Chains (DTMC)
- Continuous Time Markov Chains (CTMC)
- Queuing Theory
References
- Numerical tools:
- Books
- Performance modeling and design of computer systems:
queueing theory in action.
Harchol-Balter,
Mor. Cambridge University Press, 2013.
- 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.
- Finite Markov Chains
John G Kemeny, J Laurie Snell. Springer, 1960.
- An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Edition
William Feller. Wiley, 1968