Stochastic Modeling and the Theory of Queues , Prentice-Hall, New Jersey. Another excellent introduction to stochastic processes that deals more extensively with queues. There is an excellent discussion of the Poisson process in section 2-6, and Markov chains are treated in detail in chapters 3 and 4. Chapter 5 is a self-contained treatment of simple queuing systems and is a must read. The library reserve site for this class has now been created.
All homework is due one week after it is assigned unless otherwise noted.
A solution key for homework five and six. Grading The final grade will be based on a midterm exam , a final exam , homework assignments , and class participation. The following topics will be covered. As each chapter of the lecture notes becomes available it will be linked to a postscipt file with the text. The references in brackets are to the corresponding material in the primary text book.