Probability and Queuing Theory

MA6453
IT CSE IT

Unit 1

RANDOM VARIABLES

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

Part A (2m) Part B (16m)

Unit 2

TWO - DIMENSIONAL RANDOM VARIABLES

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

Part A (2m) Part B (16m)

Unit 3

RANDOM PROCESSES

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

Part A (2m) Part B (16m)

Unit 4

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.

Part A (2m) Part B (16m)

Unit 5

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.

Part A (2m) Part B (16m)
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