Basic LT P C

Course Course Course

2IMAB2041
Name
Probability and Queueing Theory Category Sciences 3 10 4
Code

Nil
Co-requisite Nil Progressive Courses Nil
Pre-requisite Courses Courses
Course Offering Mathematics
Data Book / Statistical Tables
Department Codes/Standards

Course Learning Rationate The purpose oflearning this course is to: Program Outcomes (PO)
(CLR) Lcarning
I23 4 5 7 10 12
CLR-1: describe the properties ofa random variable. Life
Long
Learn
CLR-2: gain knowledge of discrete and contimous distributions. (1-6)
Level
Blooms
Problem
Analysis astS,Modern
Design, Tool
Usage
Culturp
&
SOCiey Individual
&
Team
Communication
understand the basic concepts of wo-dimensional random &
nvironment Project
Mgt.
&
Sustainabilirv
CLR-3: variables, correlation, and regression lines Engineering Development
Knowledze
CLR-4: interpret the system characterist1Cs of queueing models. &
Design Finance
CLR-S: create Markov chains and investigate stationary state distributions. Ethics Work

Course Outcomes (CO): A the end of this course, learners will be

able to:
CO-1:
evaluate the characteristics of discrete and continuous random 3 3
variables and appl them in science and engineering.
identif the random variables and model them using various 4 3 3
CO-2: distributions.
CO-3:
infer results from two-dimensional random variables which describe 3 3
real-lifephenomenon.
3 3
CO-4: examine the significant results of various queueing models.
CO-5:
determine the transition probabilities and classify the states of the 3
Markov chain.

Unit-1: Random Variables

function
Probability concepts - Discrete and continuous random variables - Probability distribution function, Cumulative distribution
Moments - Central and raw moments, Expectation and variance -Moment generating function (MGF) -Tchebycheff's inequality
Function of a random variable.
Unit-2: Theoretical Distributions
Discrete distribution - Binomial distribution, Poisson distribution - MGE, Mean, Variance, Theoretical frequencies and applications
Continuous distribution - Exponential and normal distributions MGF, Mean, Variance and applications.
Unit-3: Two-Dimensional Random Variables
Central limit theorem (for
Joint distributions -Marginal and conditional distributions - Covariance - Correlation and linear regress.on -
independent and identically distributed random variables)
Unit-4:Queueing Theory
Queueing theory - Characteristics ofa queueing Model- Kendal's notation Poisson queues - (M/M/l): (o/FIFO) Model System
characteristics Applications - (M/M/s): (oo/FIFO) Model - System characteristics Applications - (M/M/1): (k/FIFO) Model - System
characteristics Applications.
Unit-5: Markov Chain
Markov process - Markov chain One step transition probability matrix Chapman Kolmogorov theorem - Limiting probabilities
Classification of states of a Markov chain.

Sheldon Ross, A First Course in Probability, Pearson, 9th Edition, 2019.

Edition, 2018.
2 S.C. Gupta, V.K. Kapoor, Fundamentals of Mathematical Statistics, Sultan Chand & Sons, 12th
3 K.S Trivedi, Probability and Statistics with Reliability, Queuing and Computer Science Applications, Prentice Hall of India.
NewDelhi, 2nd Edition, 2016.
Applications, Academic Press, 2nd Edition.
Learning 4 Arnold O. Allen, Probability, Statistics and Queueing Theory with Computer Science
Resources 1990.
Theory, Wiley India Pvt. Ltd. 4th
D. Gross, John F. Shortle, James M. Thompson, Carl M. Harris- Fundamentals of Queueing
Edition, 2013.
Qucueing Networks, Tata McGraw-Hill.
6 T. Veerarajan, Probability, Statistics and Random Processes with Queueing Theory and
New Delhi, 4th Edition 2015.
Student leaming shall be assessed with aweightage of 6O%forintenalassessnent and 40%for endsernester examination
Continuous Learning Assessment (CLA) By the COE
By the Course Faculty
Bloom's Level Formative Life Long Learning Summative Final
of Thinking CLA-Iverage of unit test CLA-2 (10%) Examination
(50%) (40% weightage)

Theory Practice Theory Practice Theory Practice

Level 1 Remember 20% 20% 20%
Level 2 Understand 20% 20% 20%
Level 3 Apply 30% 30% 30%
Level 4 Analyze 30% 30% 30%
Level S Evaluate
Level6 Create
Total 100 % 100 % 100 %

Course Designers
a) Experts from Industry b)Experts from Higher Technical Institutionsc) Internal Experts
Mr. Madhan Shanmugasundaram, Prof. Y.V.S.S. Sanyasiraju, IIT Madras Dr. V. Subburayan
Infosys Technologies [email protected] [email protected]
madshan@gmail. com
Prof. K.C. Sivakumar, IIT Madras Dr. H. Merlyn Margaret
[email protected] [email protected]. in

Couse Coeidinel HoD| Marrs