(Mahanti:L01, Winter 2007)

- Announcements
- Administrative Details
- Textbooks
- Syllabus (Outline, Notes)
- Examples
- Evaluation: Assignments, Midterm, and Final

- Instructor: Professor Anirban Mahanti, ICT 745
- Session/Lectures: L01, TR 11:00 - 12:15 hours, ENC033
- Office Hours: TR 13:30 - 14:45 hours, ICT 745, or by appointment
- Prerequisites: Please refer to the CPSC 531 calendar entry

- Discrete-Event System Simulation: A First Course, Leemis and Park, Prentice-Hall, 2006. Henceforth, referred to as [LP06].
- Introduction to Probability Models (9th Edition), Sheldon Ross, 2006. Henceforth, referred to as [SR06].

- [Jain91] The Art of Computer Systems Performance Evaluation, Raj Jain, John Wiley and Sons, Inc., 1991.
- [LZGS84] Computer Systems Analysis Using Network Models, Edward Lazowska, John Zahorjan, Scott Graham, and Kenneth Sevcik, Prentice-Hall Inc., 1984. (out-of-print, but available online)
- [Kl75] Queueing Systems - Volume I: Theory, Leonard Kleinrock, John Wiley and Sons, Inc., 1975.
- [DS02] Probability and Statistics (Third Edition), Morris H. DeGroot and Mark J. Schervish, Addision-Wesley, 2002.
- [BCNN05] Discrete-Event System Simulation (Fourth Edition), Banks, Carson, Nelson, and Nicol, Prentice-Hall, 2005.
- [LK00] Simulation Modeling and Analysis (Third Edition), Law and Kelton, McGraw Hill, 2000.

- Introduction

Topics: Introduction with focus on terminology: System, system state, analytic modelling, and simulation;

Notes: Introduction - Introduction and refresher of basic probability theory

Topics: Experiment, sample space, events, review of set theory, probability: definition, property, and interpretation, conditional probability, independent events, law of total probability, Bayes' rule, counting methods

Notes: Probability theory refresher

__Readings__: Chapter 1 SR06 textbook - Random variables

Topics: Discrete random variables, common discrete distributions (Bernoulli, Binomial, Geometric, Poisson) and their application to modelling, continuous random variables, common continuous distributions (uniform, normal, pareto, exponential) and their application to modelling

Notes: Discrete RV, Continuous RV

__Readings__: Chapters 2 and 3 from the SR06 textbook; also look at Chapter 4 in the LP06 textbook - Random number generation

Topics: Properties of random numbers, techniques for generating random numbers, testing random number generators, Inverse-transform technique, acceptance-rejection technique, algorithms for generating random number that have well-known discrete and continuous distributions

Notes: Random Numbers and Variates

__Readings__: Chapters 2, 6, and 7 from the LP06 textbook - Introduction to Discrete Event Simulation

Topics:What is DES?, Time advance mechanism, components of a DES program, performance measures, hand simulation of a single server service center

Notes: DES Notes

- Fundamental laws and queueing models

Topics: Introduction to operational (or fundamental) laws, utilization law, forced flow law, service demand law, little's law, interactive response time law

Notes: Fundamental Laws

- Stochatic processes
- Input data modelling
- Output data analysis
- Experiment design and analysis

- Exponentially Distributed Random Numbers
- PDF/CDF for Exponentially Distributed Random Numbers (source: Emir H.)
- KS Test Example (source: Emir H.)

**Assignments (55%)**This course will have approximately 7-8 assignments. The assignments will roughly be uniformly distributed throughout the semester. The assignments will consist of a mix of paper & pencil questions, and programming projects.

- Assignment 1
- Assignment 2
- Assignment 3 (This assignment has twice the weight of Assignment 2; Solution Key)
- Assignment 4
- Assignment 5
- Assignment 6
- Assignment 7

**Take-Home Midterm Examination (25%)**

Emir's review notes are here.**Final Examination (20%)**This course will have a 120-minute closed-book final examination, scheduled by the Registrar's office.