Seminar

Department of Systems Engineering and Engineering Management,

The Chinese University of Hong Kong

Title:

Simulating systems of Poisson distributed components and of Bernoulli
distributed components

Speaker:

Prof. Sheldon M. Ross,

Inaugural Epstein Chair Professor,

Industrial and Systems Engineering Department,

University of Southern California

Date : December 21, 2005 (Wednesday)

Time : 11:00 a.m. - 12:00 p.m.

Venue : Room 513, William M.W. Mong Engineering Building

(Engineering Building Complex Phase 2), CUHK

Abstract:

Consider a system of n components in which the "state of the
system" is

determined by a function g defined on the vector of component
states. We

present new and efficient procedures for estimating the expected
state of the

system when conditional on some random environmental parameter. The component

states are either independent and Poisson distributed or
independent and

Bernoulli distributed random variables. More precisely,
given that the

environmental parameter is
*w*, the Poisson (Bernoulli) means
are *
w a _{i}, (w p_{i})*

and the environmental parameter is never simulated.

Bio:

Sheldon Ross received his Ph.D in Statistics at Stanford University in 1968.

After receiving his doctorate he joined the faculty of the Department of

Industrial Engineering and Operations Research at the University of

California, Berkeley. He remained at Berkeley until September 2004, when he

left to become the Epstein Chair professor in the Epstein Department of

Industrial and Systems Engineering at the University of Southern
California.

He has written a number of technical papers and textbooks in the areas of

applied probability and statistics. He is the founding and continuing editor

of the Cambridge University press journal "Probability in the Engineering

and Informational Sciences".

_______________________________________________________________________________

***** ALL ARE WELCOME *****

Host : Prof. X.Y. Zhou

Tel : 26098320

Email : xyzhou@se.cuhk.edu.hk

For more information please

refer to http://www.se.cuhk.edu.hk/~seg5810/