MA20106: Probability And Stochastic Processes
| MA20106 | |||||||||||||||||||||||||||||
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| Course name | Probability And Stochastic Processes | ||||||||||||||||||||||||||||
| Offered by | Mathematics | ||||||||||||||||||||||||||||
| Credits | 3 | ||||||||||||||||||||||||||||
| L-T-P | 3-0-0 | ||||||||||||||||||||||||||||
| Previous Year Grade Distribution | |||||||||||||||||||||||||||||
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| Semester | Spring | ||||||||||||||||||||||||||||
Syllabus
Syllabus mentioned in ERP
Prerequisite: void
Probability: Classical, relative frequency and axiomatic definitions of probability, addition rule and conditional probability, multiplication rule, total probability, Bayes Theorem and independence.Random Variables: Discrete, continuous and mixed random variables, probability mass, probability density and cumulative distribution functions, mathematical expectation, moments, moment generating function, Chebyshev s inequality. Special Distributions: Discrete uniform, Binomial, Geometric, Poisson, Exponential, Gamma, Normal distributions. Functions of a Random Variable. Joint Distributions: Joint, marginal and conditional distributions, product moments, correlation, independence of random variables, bivariate normal distribution.Stochastic Processes: Definition and classification of stochastic processes, Poisson process, birth and death process, applications to queues, discrete time Markov chains.
Concepts taught in class
Student Opinion
How to Crack the Paper
Read corresponding theory and solve previous year papers to get an idea of pattern.
Attendance is included in TA.
Classroom resources
Vandit Sharma Notes (https://drive.google.com/drive/folders/1-JCRVzWMWxk5es3zfI6MSYFbs29c2Oam)
Additional Resources
https://drive.google.com/drive/folders/1uqSedr3kXnsKrMJiPOenVIvxJxt-3CkH
https://www.youtube.com/playlist?list=PL0iUxoCEznfgGfbHDf0-nshPIo5Whlnd7
https://www.youtube.com/playlist?list=PLUl4u3cNGP60hI9ATjSFgLZpbNJ7myAg6
https://kupdf.net/download/probability-and-statistics-in-engineering-by-william-w-hines-douglas-c-montgomery-david-m-goldsman-connie-m-borror_58b1f63a6454a7b310b1e994_pdf (Hines and Montogomery)
You can find the other books in the 1st google drive link