Syllabus of Andhra University BTech Computer Science Engineering - CSE 4.1.5 - Random Processes in Engineering (Elective I)

Fourth year - First Semester

Instruction: 3 Periods & 1 Tut /week
Univ. Exam : 3 Hours

Sessional Marks: 30
Univ-Exam-Marks:70

1. STOCHASTIC PROCESSES:- Notion of Stochastic Process, Classification ofStochastic Process according to Time and State Space; Discrete time Morkovchains, n thstep 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, Schedulingalgorithms, Throughput analysis and waiting time distributions, Applications of Queuingtheory 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.

References:

1. Probability, Statistics and Random Processes – By T.Veerarajan Tata McGraw–Hill

2. Probability and Statistics with Reliability , Queueing & Computer Science Applications – By Kishore S. Trivedi (Prentice Hall)