Course Course Course Basic L T P C

21MAB204T Probability and Queueing Theory B

Code Name Category Sciences 3 1 0 4

Co-requisite
Pre-requisite Courses 21MAB102T Nil Progressive Courses Nil
Courses
Course Offering Data Book /
Mathematics Statistical Tables
Department Codes/Standards
Course Learning Rationale
(CLR)
The purpose of learning this course is to: Program Outcomes (PO)
Learning
CLR-1: Describe the properties of a random variable. 1 2 3 4 5 6 7 8 9 10 11 12
CLR-2: Gain knowledge of discrete and continuous distributions.

Individual & Team Work

Engineering Knowledge

Project Mgt. & Finance

Design & Development
Understandthe basic concepts of two-dimensional random
CLR-3: variables, correlation, and regression lines

Modern Tool Usage

Life Long Learning

Blooms Level (1-6)

Society & Culture

Problem Analysis
CLR-4: Interpret thesystem characteristics of queueing models.

Analysis, Design,

Communication
Environment &
Create Markov chains and investigate stationary state

Sustainability
CLR-5: distributions.

Research

Ethics
At the end of this course, learners will be
Course Outcomes (CO):
able to:
Evaluate the characteristics of discrete and continuous random
CO-1: variables and apply them in science and engineering.
4 3 3 - - - - - - - - - -
Identify the random variables and model them using various
CO-2: distributions.
4 3 3 - - - - - - - - - -
Infer results from two dimensional random variables which describe
CO-3: real life phenomenon.
4 3 3 - - - - - - - - - -
CO-4: Examine thesignificant results of various queueing models. 4 3 3 - - - - - - - - - -
Determine the transition probabilities and classify the states of the
CO-5: Markov chain.
4 3 3 - - - - - - - - - -

Unit-1: Random Variables

Probability concepts-Discrete and continuous random variables - Probability distribution function, Cumulative distribution function -
Moments - Central and raw moments, Expectation and variance - Moment generating function (MGF) –Tchebycheff’sinequality –
Function of a random variable.
Unit-2: Theoretical Distributions
Discrete distribution - Binomialdistribution, Poissondistribution -MGF, Mean, Variance, Theoretical frequencies and applications –
Continuous distribution-Exponential andnormal distributions – MGF, Mean, Variance and applications.
Unit-3: Two-Dimensional Random Variables
Joint distributions - Marginal and conditional distributions – Covariance – Correlation and linear regression –Central limit theorem (for
independent and identically distributed random variables)
Unit-4: Queueing Theory
Queueing theory –Characteristics of a queueing Model– Kendal’s notation – Poisson queues - (M/M/1): ( ∞ /FIFO) Model – System
characteristics – Applications -(M/M/s): (∞ /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.

1. Sheldon Ross, A first course in probability, Pearson, 9th Edition, 2019.

2. S.C. Gupta, V.K. Kapoor, Fundamentals of Mathematical Statistics, Sultan Chand & Sons, 12th Edition, 2018.
3. K. S Trivedi, Probability and Statistics with Reliability, Queuing and Computer Science Applications, Prentice Hall of India.
New Delhi,2nd Edition, 2016.
Learning 4. Arnold O. Allen, Probability, Statistics and Queueing Theory with Computer Science Applications,Academic Press, 2 nd Edition,
Resources 1990.
5. D. Gross, John F. Shortle, James M. Thompson, Carl M. Harris- Fundamentals of Queueing Theory, Wiley India Pvt. Ltd. 4th
Edition, 2013.
6. T. Veerarajan, Probability, Statistics and Random Processes with Queueing Theory and Queueing Networks, Tata McGraw-Hill,
New Delhi, 4th Edition 2015.

Studentlearningshallbeassessedwithaweightageof60%forinternalassessmentand40%forendseme
sterexamination
 ContinuousLearningAssessment(CLA)
-BytheCourseFaculty BytheCOE
Bloom’sLevel Formative LifeLongLearning SummativeFinalExamin
ofThinking CLA- CLA-2(10%) ation
1Averageofunittest(50 (40%weightage)
%)
Theory Practice Theory Practice Theory Practice
Level1 Remember 20% - 20% - 20% -
Level2 Understand 20% - 20% - 20% -
Level3 Apply 30% - 30% - 30% -
Level4 Analyze 30% - 30% - 30% -
Level5 Evaluate - - - - - -
Level6 Create - - - - - -
Total 100% -- 100% 100%

Course Designers
a) Experts from Industry b) Experts from Higher Technical Institutions c) Internal Experts
Mr. MadhanShanmugasundaram, Prof. Y.V.S.S. Sanyasiraju, IIT Madras Dr. V. Subburayan
Infosys Technologies
sryedida@iitm.ac.in hod.maths.ktr@srmist.edu.in
madshan@gmail.com
Prof. K.C. Sivakumar, IIT Madras Dr. H. Merlyn Margaret
kcskumar@iitm.ac.in merlynh@srmist.ac.in