Department of Systems Engineering and Engineering Management,

                    The Chinese University of Hong Kong


Simulating systems of Poisson distributed components and of Bernoulli distributed components

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

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 ai, (w pi)
i = 1,...,n. Moreover, the function g need not be either binary or monotone
and the environmental parameter is never simulated.

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/