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092 - MA6453 Probability and Queueing Theory - Anna University 2013 Regulation Syllabus

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092 - MA6453 Probability and Queueing Theory - Anna University 2013 Regulation Syllabus

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Click Here for Probability and Queueing Theory full study material.

MA6453 PROBABILITY AND QUEUEING THEORY LT P C


310 4
OBJECTIVE:
To provide the required mathematical support in real life problems and develop probabilistic models
which can be used in several areas of science and engineering.

UNIT I RANDOM VARIABLES 9+3


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

UNIT II TWO - DIMENSIONAL RANDOM VARIABLES 9+3


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

UNIT III RANDOM PROCESSES 9+3


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

UNIT IV QUEUEING MODELS 9+3


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 9+3


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.
TOTAL (L:45+T:15): 60 PERIODS
OUTCOMES:
 The students will have a fundamental knowledge of the probability concepts.
 Acquire skills in analyzing queueing models.
 It also helps to understand and characterize phenomenon which evolve with respect to time in
a probabilistic manner.
TEXT BOOKS:
1. Ibe. O.C., "Fundamentals of Applied Probability and Random Processes", Elsevier, 1st Indian
Reprint, 2007.
2. Gross. D. and Harris. C.M., "Fundamentals of Queueing Theory", Wiley Student edition, 2004.

REFERENCES:
1. Robertazzi, "Computer Networks and Systems: Queueing Theory and performance evaluation",
Springer, 3rd Edition, 2006.
2. Taha. H.A., "Operations Research", Pearson Education, Asia, 8th Edition, 2007.
3. Trivedi.K.S., "Probability and Statistics with Reliability, Queueing and Computer Science
Applications", John Wiley and Sons, 2nd Edition, 2002.

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Click Here for Probability and Queueing Theory full study material.

4. Hwei Hsu, "Schaum‟s Outline of Theory and Problems of Probability, Random


Variables and Random Processes", Tata McGraw Hill Edition, New Delhi, 2004.
5. Yates. R.D. and Goodman. D. J., "Probability and Stochastic Processes", Wiley India
Pvt. Ltd., Bangalore, 2nd Edition, 2012.

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