S-38.3143 Queueing Theory (5 ECTS) L

Course instructions, Fall 2005

Lectures: In fall 2005, lectures are in the 2. period on Tuesdays from 2 pm to 4 pm and on Fridays from 9 am until noon in the Department of Electrical and communications engineering, room H302, starting from the 1st of November, and ending on the 9th of December (11 lectures).

Exercises: Exercises are held right after the Tuesday lectures, starting from the 8th of November. Solved problems are to be returned to the assistant before exercises.

Schedule:
 week 44 45 46 47 48 49 lecture (tu 2pm-4pm) 1 3 5 7 9 - exercise (tu 4pm-6pm) - x x x x - lecture (fr 9am-noon) 2 4 6 8 10 11

Examination: After the course, the first examination will be on Wednesday the 14th of December, 1pm-4pm at S5.

Language: Both lectures and exercises are held in Finnish. The lecture notes as well as homework problems will be available in English.

Teachers: The course is lectured by prof. Jorma Virtamo (room SE 311, phone 4783, email jorma.virtamo@tkk.fi). The exercises are held by M.Sc. (Tech.) Henri Koskinen (room SE 308, tel 5429, email henri.koskinen@tkk.fi).

Completion: The completion of the course requires solving the homework problems and passing the examination. At least 30% of the problems must be solved correctly. Extra points can be obtained by solving more than the required minimum 30% as follows: 50% 1 point, 65% 2 points, 80% 3 points (cf. examination max 30 points). The extra points do not, however, apply for a failed examination.

Literature:

Entry: Obligatory enrolling is through TOPI.

Contents:
1. Introduction, basic probability theory, some important distributions, transformations, generating function
2. Stochastic processes, Markov chains, Markov processes
3. Poisson-process; Little's result,
4. Queueing systems
5. Erlangs loss system ((M/M/m/m-queue)
6. Finite source population, Engsets system
7. M/M/1-queue, M/M/m-queue
8. M/G/1-queue: PK-formulas for the means
9. Priority queues
10. M/G/1-jqueue: the queue length distribution
11. Time reversibility, Burke's theorem, truncation of state space
12. Open (Jacksons) queueing networks; Closed queueing networks, mean value analysis (MVA)

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