Stochastic Analysis and Applications(CMA706)

Course Name: 

Stochastic Analysis and Applications

Programme: 

M.Tech (CMA)

Semester: 

Second

Category: 

Programme Core (PC)

Credits (L-T-P): 

(3-0-0)3

Content: 

Overview of probability, random variables, probability functions, functions of r.v.s, some important probability distributions, stochastic processes, basic concepts, classification, Markov chains, C-K equations, ergodic chains, steady state behaviour, Poisson processes, birth and death processes, queuing systems, basic concepts , M| M| 1 and M| M| s queues, Reliability, definitions, concept of hazard, bath-tub curve, system reliability for various configurations

References: 

J. Medhi, Stochastic Processes, New Age International Publishers.
K. S. Trivedi, Probability and Statistics with Reliability, Queuing and Computer Science Applications, PHI.

Department: 

Mathematical and Computational Sciences
 

Contact us

B R Shankar, Associate Professor and Head
Department of MACS, NITK, Surathkal
P. O. Srinivasnagar, Mangalore - 575 025
Karnataka, India.

  • Hot line: +91-0824-2474048

Connect with us

We're on Social Networks. Follow us & get in touch.