Introduction to Simulation and Modeling, Discrete-Event Simulation, Simulation of a Single-Server Queuing System, Alternative Approaches toModeling and Simulations; Review of Basic Probability and Statistics; Estimation of Means, Variances, and Correlations, Confidence Intervals and Hypothesis Tests for the Mean, The Laws of Large Numbers; Random number generators; Simulation of discrete, continuous probability distributions and empirical distributions; tests on simulated distributions, rejection method, simulation of multivariate distributions, correlations, and stochastic processes, simulation of models of arrival processes, Poisson Processes, Non-stationary Poisson Processes, Batch Arrivals, tests on generators, Markov-Chain Monte-Carlo simulations; Variance-Reduction Techniques.

Course Syllabus