Course 2024-2025

Processus stochastiques [INFOM222]

  • 5 credits
  • 30h+15h
  • 1st quarter
Language of instruction: French / Français

Learning outcomes

At the end of this lecture, a student should be able to 

  • observe by adequate simulation or by use of theory, the behavior of Markov systems, 
  • use discrete-event simulation paradigms to analyse a particular queueing system, 
  • realise a statistical analysis of obtained performance measures, 
  • valide his simulation tool.

 

 

Content

Our objective is to help students to understand and to solve random processes that may encounter in communication systems. 

We give theory of renewal and Markov processes and basics of queueing theory, 

 

We highlight the algorithmic and implementational aspects of the specification model. We will highlight algorithmic aspects of discrete-event simulation technics. Langage of use is R exclusively. 

 


Prerequisites

Probabilités et statistique [INFOB223]

Teaching methods

Lectures (30h), accompanied by exercise sessions (15h) During these, a special care to the modelling and simulation of systems by means of discrete-event simulation technics will be made. 

Evaluations

Written exam. 

 

Recommended readings

 S. Resnick. Adventures in Stochastic Processes. Birkhäuse, 2005.

 I. Adan et J. Resing. Queueing Theory. Available on line, Netherlands, 2002

H. Kobayashi et B.L. Mark. System Modeling and Analysis. Fondations of System Performance Evaluation. Pearson, 2009.

Lawrence M. Leemis and Stephen K. Park, Discrete-Event Simulation: A First Course, Prentice Hall, 2006.

 

Language of instruction

French / Français

Location for course

NAMUR

Organizer

Faculté d'informatique
rue Grandgagnage 21
5000 NAMUR
P. 081725252
F. 081724967
secretariat.info@unamur.be

Degree of Reference

Master's Degree