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Course Information Sheet 1641271745137

MTL 106 is a 4-credit course on probability and stochastic processes taught over 3 lectures and 1 tutorial per week. The course covers topics such as probability axioms, random variables, common distributions, moments, Markov processes, and queuing models. Students will be evaluated through minor tests, quizzes, a major examination, and are expected to attend all lectures and tutorials. The instructor is Vikas Vikram Singh and teaching assistants are available to answer questions.

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172 views2 pages

Course Information Sheet 1641271745137

MTL 106 is a 4-credit course on probability and stochastic processes taught over 3 lectures and 1 tutorial per week. The course covers topics such as probability axioms, random variables, common distributions, moments, Markov processes, and queuing models. Students will be evaluated through minor tests, quizzes, a major examination, and are expected to attend all lectures and tutorials. The instructor is Vikas Vikram Singh and teaching assistants are available to answer questions.

Uploaded by

Prashant Kumar
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MTL 106 (Probability and Stochastic Processes)

4 credits (3-1-0)
Information Sheet

Content:
Axioms of probability, Probability space, Conditional probability, Independence,
Bayes’ rule, Random variable, Some common discrete and continuous
distributions, Distribution of Functions of Random Variable, Moments,
Generating functions, Two and higher dimensional distributions, Functions of
random variables, Order statistics, Conditional distributions, Covariance,
Correlation coefficient, conditional expectation, Modes of convergences, Laws
of large numbers, Central limit theorem, Definition of Stochastic process,
Classification and properties of stochastic processes, Simple Markovian
stochastic processes, Gaussian processes, Stationary processes, Discrete and
continuous time Markov chains, Classification of states, Limiting distribution,
Birth and death process, Poisson process, Steady state and transient distributions,
Simple Markovian queuing models (M/M/1, M/M/1/N, M/M/c/N, M/M/N/N,
M/M/∞).

Main Text Books

1. An Introduction to Probability and Statistics, Vijay K. Rohatgi and A.K.


MD. Ehsanes Saleh, Wiley, 2001.
2. Introduction to Probability and Statistics for Engineers and Scientists,
Sheldom M. Ross, Elsevier, 2014.
3. Introduction to Probability Models, Sheldom M. Ross, Elsevier, 2007.
4. Introduction to Probability and Stochastic Processes with Applications-L.
B. Castaneda, V. Arunachalam, S. Dharmaraja, John Wiley & Sons,
2012.
5. Stochastic Processes, S. M. Ross, Wiley, 1996.
6. A First Course in Stochastic Processes- S. Karlin, H. M. Taylor,
Academic Press, 1975.
7. Stochastic processes- J. Medhi, New Age International, 2002.
Scheme of Evaluation

One Minor Tests of 30 Marks 1 X 30 30


Best two quizzes out of 3 quizzes 2X10 20
One Major Examination 1 X 50 50
Total 100

Important guidelines:
a). Institute guidelines will be followed for re-minor and re-major exams
b). You are expected to attend 100% lectures and tutorials.
c). You may contact your lecture teacher and/or tutorial teachers for any
difficulties in the course with prior appointment.

INFORMATION about the Instructor

Name Room Phone No. Email


No.
Vikas Vikram Singh MZ 191 1452 [email protected]
S. Dharmaraja MZ 164 7104 [email protected]

Teaching Assistants
1) V Varagapriya [email protected]
2) Ram Krishna Vinayak [email protected]
3) Shakti Singh [email protected]
4) Mohd. Sarfraz [email protected]
5) Soumya Ranjan Bahera [email protected]
6) Arpit Saxena* [email protected]

* Responsible for doubts clearing over email

(Vikas Vikram Singh)


Course Coordinator

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