MA8402 – NOTES & QP
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| SEMESTER QP | CLICK HERE |
MA8402 – SYLLABUS
UNIT I PROBABILITY AND RANDOM VARIABLES
Probability — Axioms of probability — Conditional probability — Baye?s theorem — Discrete and continuous random variables — Moments — Moment generating functions — Binomial, Poisson, Geometric, Uniform, Exponential and Normal distributions.
UNIT II TWO — DIMENSIONAL RANDOM VARIABLES
Joint distributions — Marginal and conditional distributions — Covariance — Correlation and linear regression — Transformation of random variables — Central limit theorem (for independent and
identically distributed random variables).
UNIT III RANDOM PROCESSES
Classification — Stationary process — Markov process — Poisson process — Discrete parameter Markov chain — Chapman Kolmogorov equations — Limiting distributions.
UNIT IV 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.
UNIT V 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.