American University of Sharjah | College of Engineering

1. Course Number and Course Title:

COE 375 – Modeling and Simulation of Stochastic Systems

2. Credit Hours:
3-0-3

3. Prerequisites and/or Co-Requisites:

Prerequisites: NGN 111 or STA 201
Co-Requisites: COE 370 or COE 371

4. Name and Contact Information of Instructor:

Dr. Mohamed Ibrahim AlHajri
Office: ESB-2064
Email: mialhajri@aus.edu
Phone: (06) 515-4987
Office Hours (posted on ilearn): 12:00 pm – 13:30 pm (Monday)
11:00 am – 12:15 pm (Tuesday)
9:30 am – 10:30 am (Wednesday)
8:00 am – 8:45 am (Thursday)

5. Course Description (Catalog Description):

Examines concepts of probability and stochastic processes and their applications to computer
engineering problems. Includes the following topics: random variables, random processes,
queuing models, discrete-event and discrete-time simulation and its application to computer
systems and networks performance. Emphasizes the use of computer programs and industry-
standard simulation packages to model stochastic computer systems.

6. Textbook and other Supplemental Material:

Textbook:
• S. Ross, Introduction to Probability Models, 11th ed., Academic Press, 2014.
Supplemental material:
• S. Miller, Probability and Random Processes, 2nd ed., Academic Press, 2012.
• J. Banks, Discrete-Event System Simulation, 5th ed., Pearson, 2009.
• A. L. Garcia, Communication Networks, 2nd ed., McGraw-Hill, 2004.

7. Course Learning Outcomes:

Upon completion of the course, students will be able to:
1. Identify complement, disjoint, and independent events and calculate their probabilities.
2. Compute expectations and moments of discrete and continuous random variables.
3. Use joint distribution functions of random variable pairs to compute probabilities,
expectations, covariances, and correlations.
4. Perform theoretical and numerical calculations of the autocorrelation and power spectral
density of stationary stochastic processes.
5. Apply Markov chains and birth-death processes’ results to queuing systems.
6. Develop queuing models for simple computer systems and networks and perform computer
simulations using MATLAB and/or OPNET and/or Python to quantify their performance.
7. Develop MATLAB and/or Python programs to compute probabilities using numerical
integration, generate random variables, and perform transformations and operations on them.

Template by
T. Landolsi
 American University of Sharjah | College of Engineering

8. Teaching and Learning Methodologies:

Methods include lectures, class discussions, a project, and homework and programming
assignments. The course project focuses on the modeling and simulation of typical queuing
systems used in computer systems and networks.

9. Course Topics and Schedule:

Homework
Due Day Date Lecture
Tuesday 23/1 Introduction
Thursday 25/1 Probability Theory
Tuesday 30/1 Probability Theory
Thursday 1/2 Probability Theory

1 Tuesday 6/2 Single Random Variables

Thursday 8/2 Single Random Variables
Tuesday 13/2 Single Random Variables
Thursday 15/2 Single Random Variables
2 Tuesday 20/2 Single Random Variables
Thursday 22/2 Single Random Variables
Tuesday 27/2 Single Random Variables
Thursday 29/2 Joint Random Variables

Tuesday 5/3 Joint Random Variables

3 Thursday 7/3 Joint Random Variables
Tuesday 12/3 Joint Random Variables
Thursday 14/3 Joint Random Variables
Tuesday 19/3 Midterm Review

Thursday 21/3 Midterm Exam

Tuesday 26/3 Random Processes
Thursday 28/3 Random Processes
4 Tuesday 2/4 University Holiday
Thursday 4/4 University Holiday
Tuesday 9/4 University Holiday
Thursday 11/4 University Holiday
Tuesday 16/4 Random Processes
Queuing Theory
Thursday 18/4

5 Tuesday 23/4 Queuing Theory

Template by
T. Landolsi
 American University of Sharjah | College of Engineering

Thursday 25/4 Queuing Theory

Tuesday 30/4 Queuing Theory
Thursday 2/5 Queuing Theory
Tuesday 7/5 Queuing Theory
6 Thursday 9/5 Queuing Theory
Tuesday 14/5 Queuing Theory

10. Schedule of Laboratory and other Non-Lecture Sessions:

This course has no lab.

11. Out-of-Class Assignments with Due Dates:

Assignment Due Date
HW1: Probability theory 6/2
HW2: Single random variables 20/2
HW3: Pairs of random variables 7/3
HW4: Random processes 2/4
HW5: Markov chains 23/4
HW6: Queuing systems 9/5

Assignment Due Date

Matlab Assignment 1 15/2
Matlab Assignment 2 27/2
Matlab Assignment 3 5/3
Matlab Assignment 4 12/3
Matlab Assignment 5 19/3

12. Student Evaluation:

Assessment Weight Due Date
Homework 10% Cf. Section 11
MATLAB® assignments 7.5% Assignment 1
Quizzes 5% Quiz 1(Week #5; February 22, 2024)
Quiz 2 (Week #11; April 18, 2024)
Test #1 Exam 20% Thursday March 21, 2024
Test #2 Exam 20% Thursday May 2, 2024
Mini project 7.5% Thursday May 9, 2024
Final 30% Set by Register’s Office
13. Assessment Instruments:
Assessment CLOs
Homework O1-O6
MATLAB® assignments O7
Quizzes O1-O6
Midterm O1-O3
Mini project O6
Final O1-O6

Template by
T. Landolsi
 American University of Sharjah | College of Engineering

14. Contribution of Course to Program Outcomes:

BSCoE Program Outcome Emphasis CLOs
1. Identify, formulate, and solve complex engineering problems
● O1-O6
by applying principles of engineering, science, and mathematics
2. Apply engineering design to produce solutions that meet
specified needs with consideration of public health, safety, and
welfare, as well as global, cultural, social, environmental, and
economic factors.
3. Communicate effectively with a range of audiences.
4. Recognize ethical and professional responsibilities in
engineering situations and make informed judgments, which
must consider the impact of engineering solutions in global,
economic, environmental, and societal contexts.
5. Function effectively on a team whose members together
provide leadership, create a collaborative and inclusive ○
environment, establish goals, plan tasks, and meet objectives.
6. Develop and conduct appropriate experimentation, analyze
and interpret data, and use engineering judgment to draw ◑ O7
conclusions.
7. Acquire and apply new knowledge as needed, using
appropriate learning strategies.
Emphasis: High: ● Medium: ◑ Low: ○ Blank – Nothing Specific Expected

15. Letter Grade Policy:

95.00% - 100% A
90.00% - 94.99% A-
85.00% - 89.99% B+
80.00% - 84.99% B
75.00% - 79.99% B-
70.00% - 74.99% C+
65.00% - 69.99% C
60.00% - 64.99% C-
55.00% - 59.99% D
00.00% - 54.99% F

16. Other Course Policies:

The following are additional important policies you must comply with:
a. AUS academic integrity will be strictly enforced.
b. Generative AI tools can be used to further enhance your understanding, but they are not
allowed to be used to solve homework questions.

Template by
T. Landolsi