discipline

MSC in Mathematics, Specializations

subject

Queueing systems

lecturers

György Michaletzky. prof., Dept. of Probability Theory and Statistics, Institute of Mathematics

credits

2

period

 

curriculum

Basics of queueing theory, Littles formula.

Queueing models. Lindleys theorem. Kiefer-Wolfowitzs theorem. Wiener-Hopf equation for general models.

Characterization of the arrival process. Grigelionis theorem. Renewal processes. Blackwells theorem. Stationary solution of special queueing models with one server.

Extremal value and large deviation theorems in queueing models.

Approximation of multi- server queueing systems.

Markov-models, hidden Markov-processes.

Pollaczek-Hincsin formula. Wiener-Hopf factorization.

literature

 

form of tuition

Lectures

mode of assessment

oral exam