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