ESE 303 - Stochastic Systems Analysis and Simulation

Institution:

University of Pennsylvania

Subject:

Description:

Prerequisite(s): ESE 301 or equivalent and one computer language. This course provides a study of discrete-event systems simulation. Some areas of application include: queuing systems, inventory systems, reliability systems, Markov Chains, Random Walks and Monte-Carlo systems. The course examines many of the discrete and continuous probability distributions used in simulation studies as well as the Poisson process. Long-run measurements of performances of queuing systems, steady-state behavior of infinite and finite-population queuing systems and network of queues are also examined. Fundamental to most simulation studies is the ability to generate reliable random numbers . The course investigates the basic properties of random numbers and techniques used for the generation of pseudo-random numbers. In addition, the course examines techniques used to test pseudo-random numbers for uniformity and independence. These include the Kolmogorov-Smirnov and chi-squared tests, runs tests, gap tests, and poker tests. Random numbers are used to generate random samples and the course examines the inverse-transform, convolution, composition and acceptance/rejection methods for the generation of random samples for many different types of probability distributions. Finally, since most inputs to simulation are probabilistic instead of deterministic in nature, the course examines some techniques used for identifying the probabilistic nature of input data. These include identifying distributional families with sample data, then using maximum-likelihood methods for parameter estimating within a given family and then testing the final choice of distribution using chi-squared goodness-of-fit tests.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.upenn.edu

Phone Number:

(215) 898-5000

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

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