Stochastic Analysis and Applications(CMA706)

Course Name: 

Stochastic Analysis and Applications


M.Tech (CMA)




Programme Core (PC)

Credits (L-T-P): 



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


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


Mathematical and Computational Sciences

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Shyam S Kamath, Professor and Head
Department of MACS, NITK, Surathkal
P. O. Srinivasnagar, Mangalore - 575 025
Karnataka, India.

  • Hot line: +91-0824-2474048

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