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Lectures

Lecture slides

Lecture slides are updated a couple of days before the lecture.

Lecture 1: Introduction (pdf) (updated 2016-01-19)

Lecture 2 - slides (pdf)  (updated 2016-01-25)

Lecture 3 - slides (pdf) (updated 2016-01-27)

Lecture 4 - slides (pdf) (updated 2016-01-30)

Lecture 5-7 - slides (pdf) (updated 2016-02-06)

      Lecture 5 notes (pdf) (updated 2016-02-10)

      Lecture 6 notes (pdf) (updated 2016-02-10)

Lecture 7 - slides (pdf) (updated 2016-02-14)

    Lecture 7 notes (pdf) (updated 2016-02-16)

Lecture 8 - slides (pdf)  (Queuing networks, moved early this year)

Lecture 9 - slides (pdf) (updated 2016-02-20)

Lecture 10 - slides (pdf) (updated 2016-02-24)

  Lecture 10 notes (pdf) (updated 2016-02-27)

Lecture 11 - slides (pdf) (updated 2016-02-28)

Lecture 12 - slides (pdf)

Problems for lecture and recitation 12

Lecture topics

Below we list the approximate lecture topics and the related reading suggestions. (V1:1-3, 5-7 means the Virtamo notes, section 1: pages 1 to 3 and 5 to 7; N1.1-3 means the Nain notes sections 1.1 to 1.3. All ranges are inclusive final page or section).

Lecture schedule

  1. Introduction to queuing systems: course overview, queuing systems, stochastic processes recall. Reading: probability theory and transforms - basics (V1:1-21, V2:1-19,V3:1-19, V9:1-7).  
  2. Poisson process and Markov chains in continuous time (V7:1-15, V4:1-6, V5:1-8, N1.1).
  3. Birth-death process, Poisson process (V6:1-9, N1.2-3 )
  4. Markovian queuing model, Little's theorem  (V8:1-7, V9:1-7, N2.6)
  5. M/M/1 (V12:1-12, N2.1).
  6. M/M/m/m - loss system (Erlang) (V10:1-10, N2.4), M/M/m - wait system (V12:13-20, N2.3-7).
  7. M/M/m/*/n - finite population systems (Engset) (V11:1-11).
  8. Open queuing networks (V15:1-5,9-12, N4.1).
  9. Semi-Markovian queuing systems: Er, Hr, method of stages (Kleinrock extracts).
  10. M/G/1-system, Pollaczek-Khinchine mean value and transform equations (V13:1-25, N2.8).
  11. Priority service and service vacations (V14:1-10, N3).
  12. Course summary