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Probability and Stochastic Processes References: Wolff,  Stochastic Modeling and the Theory of  Queues , Chapter 1 Altiok,  Performance Analysis of Manufacturing  Systems , Chapter 2 Chapter 0
Basic Probability ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Chapter 0
Random Variables ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Chapter 0 A random variable is “a number that you don’t know… yet” Sam Savage, Stanford University
Functions of Random Variables ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Chapter 0
Conditioning ( Wolff ) ,[object Object],[object Object],[object Object],Chapter 0
Convolution ,[object Object],[object Object],[object Object],[object Object],Chapter 0
Moments of Random Variables ,[object Object],[object Object],[object Object],[object Object],Chapter 0
Linear Functions of Random Variables ,[object Object],[object Object],[object Object],Chapter 0
Transforms and Generating Functions ,[object Object],[object Object],[object Object],[object Object],Chapter 0
Special Distributions ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Chapter 0
Bernoulli Distribution ,[object Object],[object Object],Chapter 0
Binomial Distribution ,[object Object],[object Object],Chapter 0
Geometric Distribution ,[object Object],[object Object],[object Object],Chapter 0
z -Transform for Geometric Distribution ,[object Object],[object Object],Chapter 0
Poisson Distribution ,[object Object],[object Object],Chapter 0
Uniform Distribution ,[object Object],Chapter 0 a b
Exponential Distribution ,[object Object],[object Object],Chapter 0
Gamma Distribution ,[object Object],[object Object],Chapter 0
Normal Distribution ,[object Object],[object Object],Chapter 0
m.g.f.’s of Exponential and Erlang ,[object Object],[object Object],[object Object],Chapter 0
Stochastic Processes ,[object Object],[object Object],Chapter 0 A stochastic process is a random variable that changes over time, or a sequence of numbers that you don’t know yet.
Stochastic Processes ,[object Object],[object Object],[object Object],Chapter 0
Poisson Process ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Chapter 0
Poisson Process and Exponential Dist’n ,[object Object],[object Object],[object Object],[object Object],Chapter 0
When are Poisson arrivals reasonable? ,[object Object],[object Object],[object Object],[object Object],[object Object],Chapter 0
More Exponential Distribution Facts ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Chapter 0
Continuous Time Markov Chains ,[object Object],[object Object],[object Object],[object Object],Chapter 0
CTMC Another Way ,[object Object],[object Object],[object Object],[object Object],Chapter 0
CTMC Infinitesimal Generator ,[object Object],[object Object],[object Object],Chapter 0
Long Run (Steady State) Probabilities ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],Chapter 0
Phase-Type Distributions ,[object Object],[object Object],[object Object],Chapter 0

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Chapter0

  • 1. Probability and Stochastic Processes References: Wolff, Stochastic Modeling and the Theory of Queues , Chapter 1 Altiok, Performance Analysis of Manufacturing Systems , Chapter 2 Chapter 0
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