Professor Howard Blum 
(212) 346-1871 
hblum@pace.edu
http://csis.pace.edu/~blum
Fall 2013 (NYC)
Wed. 6:10-9:00
CRN 72183
163 William St., Rm 1410

CS 607 Simulation and Computer Network Analysis


DESCRIPTION:
An introduction to the basic probability models, queuing theory, and simulation techniques used in the performance analysis and capacity planning of computer networks and Internet systems. Topics include event probability, standard discrete and continuous probability distributions, the Poisson process, random number generation, discrete-event system modeling and simulation techniques, statistical estimation, and basic queuing models.
The topics are illustrated with applications to current Internet-related systems.
 
OUTLINE:
  • Introduction - system models, including dynamic and random systems; the role of analysis and simulation in system performance and capacity planning.
  • Event Probability - events, axioms of probability, conditional probability,  independence, and Bayes theorem.
  • Discrete Probability Models - random variables, expected values, cumulative distribution, Bernoulli  trials; binomial, Poisson and geometric distributions.
  • Continuous Probability Models - density function; uniform, exponential and normal distributions; central limit theorem, confidence bounds.
  • Basic Queueing Models - arrival processes, Little's Law, classification, M/G/1, M/D/1 and M/M/1, occupancy and delay, closed-loop model.
  • Introduction to Discrete-Event Simulation - random numbers, event-oriented time advance, state machines, object-oriented java applications.
  • Statistical Estimation - point estimation and confidence intervals.
  • Computer and Network Performance Models - modeling and analysis of systems used to illustrate the various topics.
  • Student Project - describing a network application and its capacity-performance issues. 

TEXTS: 
Blum, H., Lecture Notes on Probability, Modeling, and Discrete-Event Simulation, 2013. 
(distributed in class)
    Mitrani, I., Probabilistic Modelling, 2nd ed., Cambridge University Press, 1998.
    (recommended, copy in library, will omit calculus-based derivations)

REFERENCES (Optional):
    Allen, Arnold, Probability, Statistics and Queueing Theory, Academic Press, 1978 
    (library reserve QA273.A46). 
    Ross, Sheldon M, A First Course in Probability, 3rd ed., Macmillan, 1988 
    (library reserve QA273.R83 1988). 
    Mitrani, I., Modelling Computer and Communication Systems, Cambridge University Press, 1987
    (library reserve QA76.9.C65 M56).


Last Updated:  9-5-13