Course code: ECEM-163 (Random Processes and Queuing Theory)
Probability, random variables, probability distribution and density functions, joint statistics, conditional static’s, independence. Functions of random variables and random vectors. Expectation moments, characteristic functions. Convergence of a sequence of random variables, law of large numbers, central limit theorem. Random Processes, mean and autocorrelation, stationary ergodicity, cyclostationarity,Power spectral density. Response of memoryless and linear systems. Gaussian, Poisson, Markov and Wiener processes. Bi-spectrum, higher order spectra, Kahunen-Loeve expansion. Detailed study of stochastic processes encountered in queuing theory, namely, point processes – Poisson processes, renewal processes, Markov processes, Markov renewal processes. Study of stationary behavior (queue lengths, delays blocking) of single station and multi-station queuing systems with various disciplines.
1. Lecture Notes on Stochastic Process and Queuing theory by Anurag Kumar
2. Probability & Statistics with Reliability , Qeuing and computer science and application, Kishore . S.Trivedi
3. Probability , Statistics and Random Processes, T. Veerajan
4. Fundamentals of queuing theory, D. Gross and C.M. Harris