Discrete and continuous random variables – Moments – Moment generating functions – Binomial, Poisson, Geometric, Uniform, Exponential, Gamma and Normal distributions.
Joint distributions – Marginal and conditional distributions – Covariance – Correlation and Linear regression – Transformation of random variables
Classification – Stationary process – Markov process - Poisson process – Discrete parameter Markov chain – Chapman Kolmogorov equations – Limiting distributions.
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.
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.