But du cours
The aim of this course is to provide essential basic knowledge for engineers so they can model some engineering problems using analytical tools (Markov chains, queues).
Acquis d'apprentissage visés
- Perform exploratory data analysis
- Exploit massive data using data mining techniques
- Set up, from design to production deployment, a company’s IT network while integrating QoS and security issues.
Prérequis
SR504: Fundamentals: Probability, Random variables
Programme
- Conditioning relative to a tribe of events: limited to the case of a tribe generated by a finite or countable family of pairwise disjoint events.
- Conditioning relative to a random variable: restricted to the case of a discrete random variable.
- Markov chains: Definitions, communication between states, simulation.
- Theoretical results on queues.
Modalités d'évaluation
At least two written continuous assessments.
Bibliographie
Bruno BAYNAT - Théorie des files d’attente : Des chaînes de Markov aux réseaux à forme produit - Éditions Hermes
Supports
Slides and guided work sheets.