19EC44C PROBABILITY, RANDOM PROCESSES AND QUEUEING THEORY

L T P C QP
3104A
COURSE OUTCOMES
Upon completion of this course, the students should be able to
CO 1: Grasp basic probability concepts and standard distributions.(K2)
CO 2: Perform the ideas related to two dimensional random variables.(K2)
CO 3: Understand various Random processes. (K3)
CO 4: Evaluate spectral densities of functions.(K3)
CO 5: Interpret the basic characteristic features of Markovian queues.(K3)
UNIT I RANDOM VARIABLES 12
Discrete and continuous random variables–Moments-Moment generating function
and
their properties. Binomial, Poisson, Geometric, Uniform, Exponential and Normal
distributions.
UNITII TWO DIMENSIONAL RANDOM V ARIABLE 12
Joint distributions-Marginal and conditional distributions – Covariance - Correlation
and
Regression–Transformation of random variables.
UNITIII CLASSIFICATIONOFRANDOMPROCESSES 12
Classification of Random Processes – First order, second order, strictly stationary,
wide-
sense stationary and ergodic processes–Markov process –Poisson processes.
UNITIV CORRELATION AND SPECTRAL DENSITIES 12
Auto correlation-Cross correlation – Power spectral density–Cross spectral density-
Properties–Wiener – Khintchine theorem (without proof)–Relationship between
cross
power spectrum and cross correlation function.
UNIT V QUEUEING THEORY 12
Markovian models – Birth and Death Queuing models- Steady state results: Single
and
multiple server queuing models- queues with finite waiting rooms- Finite source
models-
Little‟s Formula
L: 45; T: 15; TOTAL: 60 PERIODS
TEXT BOOKS
1. Oliver C.Ibe,“Fundamentals of Applied Probability and Random
processes”,Elsevier,
2nd Edition, 2014.
2. PeeblesJr.P.Z.,“Probability Random Variables and Random Signal Principles”, 4th
Edition,TataMcGraw-HillPublishers,NewDelhi,2002.
3. D. Gross and C.M. Harris, “Fundamentals of Queueing Theory”, Wiley and Sons
Publication Limited, 5th Edition, 2018.
REFERENCES
1. Miller.S.Land Childers, S.L, “Probability and Random Processes with applications
to
Signal Processing and Communications”, Elsevier Inc., 2nd Edition,2012.
NATIONAL ENGINEERING COLLEGE, KOVILPATTI
(An Autonomous Institution, Affiliated to Anna University, Chennai)

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2. Hwei Hsu, “Schaum‟s Outline of Theory and Problems of Probability, Random
Variables and Random Processes”,Tata McGraw-Hill, 3rd Edition, New Delhi,
2017.
3. Yates and D.J.Goodman,“Probability and Stochastic Processes”, 3rd Edition,
John
Wiley and Sons,2014