MA6453 PROBABILITY AND QUEUEING THEORY SYLLABUS FOR 4TH SEM CSE AND IT DEPARTMENT

MA6453 PROBABILITY AND QUEUEING THEORY SYLLABUS

REGULATION 2013

COMMON FOR 4TH SEMESTER CSE AND IT

Subject Credit : 4

OBJECTIVE:

To provide the required mathematical support in real life problems and develop probabilistic models which can be used in several areas of science and engineering.

UNIT I RANDOM VARIABLES:

Discrete and continuous random variables – Moments – Moment generating functions – Binomial, Poisson, Geometric, Uniform, Exponential, Gamma and Normal distributions.

UNIT IITWO - DIMENSIONAL RANDOM VARIABLES:

Joint distributions – Marginal and conditional distributions – Covariance – Correlation and Linear regression – Transformation of random variables.

UNIT III RANDOM PROCESSES

Classification – Stationary process – Markov process - Poisson process – Discrete parameter Markov chain – Chapman Kolmogorov equations – Limiting distributions.

UNIT IV QUEUEING MODELS

Markovian queues – Birth and Death processes – Single and multiple server queueing models – Little’s formula - Queues with finite waiting rooms – Queues with impatient customers: Balking and reneging.

UNIT V ADVANCED QUEUEING MODELS:

Finite source models - M/G/1 queue – Pollaczek Khinchin formula - M/D/1 and M/EK/1 as special cases – Series queues – Open Jackson networks.

TOTAL : 60 PERIODS

OUTCOMES:

The students will have a fundamental knowledge of the probability concepts. Acquire skills in analyzing queueing models. It also helps to understand and characterize phenomenon which evolve with respect to time in a probabilistic manner.

TEXT BOOKS:

1. Ibe. O.C., "Fundamentals of Applied Probability and Random Processes", Elsevier, 1st Indian Reprint, 2007.

2. Gross. D. and Harris. C.M., "Fundamentals of Queueing Theory", Wiley Student edition, 2004.

REFERENCES:

1. Robertazzi, "Computer Networks and Systems: Queueing Theory and performance evaluation",Springer, 3rd Edition, 2006.

2. Taha. H.A., "Operations Research", Pearson Education, Asia, 8th Edition, 2007.

3. Trivedi.K.S., "Probability and Statistics with Reliability, Queueing and Computer Science Applications", John Wiley and Sons, 2nd Edition, 2002.

4. Hwei Hsu, "Schaum’s Outline of Theory and Problems of Probability, Random Variables and Random Processes", Tata McGraw Hill Edition, New Delhi, 2004.

5. Yates. R.D. and Goodman. D. J., "Probability and Stochastic Processes", Wiley India Pvt. Ltd., Bangalore, 2nd Edition, 2012.

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