Random Processes In Engineering Syllabus
Periods/week : 3 Periods & 1 Tut /week. Ses. : 30 Exam : 70 Examination (Practical): 3hrs. Credits: 4
1.STOCHASTIC PROCESSES:- Notion of Stochastic Process, Classification of Stochastic Process according to Time and State Space; Discrete time Morkovchains, n th step transition probabilities, stationery distribution of Morkovchains, Poisson process, Properties of Poisson; Birth and Death Process, Time dependent Birth and Death process, Renewal theory, Applications of elementary renewal theorem and key renewal theorem.
2. Stationary and Non Stationary processes:- AR Process; NA Process ; ARMA Process, ARIMA Process, Box and Jinkins Models, Correlogram analysis, Periodogram analysis, Spectrum of a Process.
3.QUEUEING THEORY:- Non Morkovchian queues, Phase type Technique, Embedded Markovchains Technique, GI/G/I Queues model, Polzak. Kintchins formula, queues with bulk arrivals queues with bulk services.
4. PRIORITY QUEUING MODELS:- Queues in Series, Queues in Parallel, Scheduling algorithms, Throughput analysis and waiting time distributions, Applications of Queuing theory in Communication Networks.
5.RELIABILITY ANALYSIS:- Concepts of Reliability, Failure Time distributions, Hazard rate functions, Reliability of a component, Bath- tub curve, System reliability, Series systems, parallel systems, Stand by redundancy, Availability , Maintainability, Fault tree constructions, Fault analysis.
1. Probability, Statistics and Random Processes – By T.Veerarajan Tata McGraw –
2. Probability and Statistics with Reliability , Queueing & Computer Science
Applications – By Kishore S. Trivedi (Prentice Hall)