MA 9266 PROBABILITY AND QUEUEING THEORY REGULATIONS 2008 syllabus and question papers

MA 9266 PROBABILITY AND QUEUEING THEORY REGULATIONS 2008 syllabus and question papers
ANNA UNIVERSITY :: CHENNAI 600 025
REGULATIONS – 2008
CURRICULUM FOR B.E. COMPUTER SCIENCE AND ENGINEERING
AIM
To provide the required mathematical support in real life problems and develop probabilistic models which can be used in several areas of science and engineering.

OBJECTIVES

  The students will have a fundamental knowledge of the probability concepts. Acquire skills in analyzing queueing models.
  It also helps to understand and characterize phenomenon which evolve with respect to time in a probabilistic manner.

UNIT I RANDOM VARIABLES 9 + 3
Discrete and Continuous random variables – Moments – Moment generating functions – Binomial, Poisson, Geometric, Uniform, Exponential, Gamma, Weibull and Normal
distributions - Functions of a random variable.

UNIT II TWO-DIMENSIONAL RANDOM VARIABLES 9 + 3
Joint distributions – Marginal and Conditional distributions – Covariance – Correlation and Linear regression – Transformation of random variables – Central limit theorem (for
independent and identically distributed random variables).

UNIT III RANDOM PROCESSES 9 + 3
Classification – Stationary process –Markov process - Poisson process – Discrete parameter Markov chain – Chapman Kolmogorov equations –Limiting distributions.

UNIT IV QUEUEING THEORY 9 + 3
Markovian queues – Birth and Death processes – Single and multiple server queueing models – Little’s formula - Queues with finite waiting rooms – Finite source models.

UNIT V NON-MARKOVIAN QUEUES AND QUEUEING NETWORKS 9 + 3
M/G/1 queue – Pollaczek Khinchin formula - M/D/1 and M/EK/1 as special cases – Series queues – Open and closed Jackson networks.

L: 45, T: 15, TOTAL = 60 PERIODS
TEXT BOOKS:
1. Ibe, O.C. “Fundamentals of Applied Probability and Random Processes”, Elsevier, 1st Indian Reprint, (2007).
2. Gross, D. and Harris, C.M., “Fundamentals of Queueing Theory”, Wiley Student edition, (2004).

REFERENCES
1. Allen, A.O., “Probability, Statistics and Queueing Theory with Computer Applications”, Elsevier, 2nd edition, (2005).
2. Taha, H.A., “Operations Research”, Pearson Education”, Asia, 8th edition, (2007).
3. Trivedi, K.S., “Probability and Statistics with Reliability, Queueing and Computer Science Applications”, John Wiley and Sons, 2nd edition, (2002).
4. Hwei Hsu, “Schaum’s Outline of Theory and Problems of Probability, Random Variables and Random Processes”, Tata McGraw Hill edition, New Delhi, (2004).

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