About the course:
This course covers the theoretical foundations (with proofs) of simulation and modelling using probability theory and stochastic processes. Besides covering basic probability theory, statistics, and stochastic processes, it also covers, queuing theory, generating random variables, estimating parameters of distributions, goodness of fit, Monte Carlo simulation, and variance reduction techniques. It also introduces a C-based programming environment for simulation and modelling of systems.
Lecture Notes:
Introduction to Probability and Statistics