Course  Code and Name: MAT5019- Stochastic Models and Applications

(September-January, 2023-24)

                                  Classes: Thu, 3:00-4:30 pm; Friday, 9:30-11am, Tutorial: 1:45-2:45 pm
                                            Teaching Block-2, Room No: 210; Department of Mathematics
                                                               
                                                                Instructor: Manikandan Rangaswamy

                                                                 Teaching Assistant: Akhil Vijayan R

Syllabus:

Probability spaces, conditional probability, independence, random variables, distribution functions, multiple random variables and joint distributions, functions of random variables, moments, characteristic functions and moment generating functions, conditional expectation, sequence of random variables and convergence concepts, laws of large numbers, central limit theorem, stochastic processes, Markov chains, Poisson process.

Textbooks:

1. Ross S. M, Introduction to Probability Models, 10th Edition, Academic Press, 2012.

References:

1. P. G. Hoel, S. C. Port and C. J. Stone, Introduction to Probability Theory, 1971. 2. P. G. Hoel,

S. C. Port and C. J. Stone, Introduction to Stochastic Processes, 1972