*구, 확률시스템분석과 동일과목임
This course was formerly known as Probability Modeling & Analysis (IMEN366). This course covers basic modeling tools to handle stochastic systems such as Markov Chains, Poisson processes, Continuous-Time Markov Chains, renewal theory, and queueing theory. Some of reliability theory is also covered.

IMEN 272 (Probability and Statistics for Engineers) or MATH 230 (Probability and Statistics)

Attendance 10%, Homework 20%, Midterm 30%, Final 40%

Kulkarni, V.G., Modeling, Analysis, Design and Control of Stochastic Systems

Week 1-2 Chapter 1-3: Basic Probability
- Probability of events, conditional probability, law of total probability, random variables, distributions, moments, multi-variate, etc

Week 3-5 Chapter 4: Markov Chains
- Definitions, transition probabilities, transition diagrams, modeling, transient analysis, classification of states, steady-state analysis, etc.

Week 6-8 Chapter 5-6: Continuous-time Markov Chains
- Exponential distributions, Poisson process, Markov processes, states, generator matrix, rate diagram, modeling, transient analysis, steady-state analysis, costs and rewards, etc.

Week 9-11 Chapter 7: Renewal Theory
- Renewal process, limit theorems, Regenerative process, Semi-Markov process, Inspection paradox, etc.

Week 12-14 Chapter 8: Queueing Theory
- Nomenclature, Markovian queues (M/M/s/k type queues), general queues, Jackson network of queues, multi-class queues, etc

Week 15-16 Chapter 9: Reliability Theory
- Structure functions, Reliability functions, System lifetime, etc

9-10 homework assignments will be assigned. They should be turned in at the beginning of class on the day that it is due. Late assignments will not be accepted. Best 8 scores will count for the final grade.

There will be two exams for this course. Exams are not cumulative but may include some previous topics related to the current topic. A university excused absence is required to make up a missed exam and arrangements should be made prior to the testing day. Other instructions regarding exams will be given in class.

Academic integrity is one of the most important aspects in education. Violating academic integrity will NOT be allowed in any case and result in failure (F grade) in this course.