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Stochastic Modeling and the Theory of Queues

By Prof. Krishna Jagannathan   |   IIT Madras
Learners enrolled: 154
This is a PG level course on discrete stochastic processes and queuing, aimed at students working in areas such as communication networks, operations research, and machine learning. It covers Poisson processes, renewal processes, renewal reward theory, queuing models and analyses, Markov chains in discrete as well as continuous time (countable state-space only). A graduate level probability background will be assumed.

INTENDED AUDIENCE : This is a PG/PhD level course on discrete stochastic processes, which will also cover queuing examples and applications.

PREREQUISITES     : EE5110: Probability Foundations for EE 
https://nptel.ac.in/courses/108/106/108106083/

INDUSTRIES  SUPPORT  : NIL
Summary
Course Status : Upcoming
Course Type : Elective
Duration : 12 weeks
Start Date : 26 Jul 2021
End Date : 15 Oct 2021
Exam Date : 24 Oct 2021
Enrollment Ends : 02 Aug 2021
Category :
  • Electrical, Electronics and Communications Engineering
  • Communication and Signal Processing
Credit Points : 3
Level : Postgraduate



Course layout

Week-1:Poisson Processes
Week-2:Poisson Processes
Week-3:Renewal Processes and Renewal Reward Theory
Week-4:Renewal Processes and Renewal Reward Theory
Week-5:Renewal Processes and Renewal Reward Theory
Week-6:Renewal Processes and Renewal Reward Theory
Week-7:Discrete Time Markov Chains (DTMCs)
Week-8:Discrete Time Markov Chains (DTMCs)
Week-9:Discrete Time Markov Chains (DTMCs)
Week-10:Continuous Time Markov Chains
Week-11:Continuous Time Markov Chains
Week-12:Continuous Time Markov Chains

Books and references

Stochastic Processes: Theory for Applications 1st Edition 
By R. G. Gallager

Instructor bio

Prof. Krishna Jagannathan

IIT Madras
Krishna Jagannathan obtained his B. Tech. in Electrical Engineering from IIT Madras in 2004, and the S.M. and Ph.D. degrees in Electrical Engineering and Computer Science from the Massachusetts Institute of Technology (MIT) in 2006 and 2010 respectively. During 2010-2011, he was a visiting post-doctoral scholar in Computing and Mathematical Sciences at Caltech, and an off-campus post-doctoral fellow at MIT. Since November 2011, he has been with the Department of Electrical Engineering, IIT Madras, where he is currently an Associate Professor.

Course certificate

The course is free to enroll and learn from. But if you want a certificate, you have to register and write the proctored exam conducted by us in person at any of the designated exam centres.
The exam is optional for a fee of Rs 1000/- (Rupees one thousand only).
Date and Time of Exams: 24 October 2021 Morning session 9am to 12 noon; Afternoon Session 2pm to 5pm.
Registration url: Announcements will be made when the registration form is open for registrations.
The online registration form has to be filled and the certification exam fee needs to be paid. More details will be made available when the exam registration form is published. If there are any changes, it will be mentioned then.
Please check the form for more details on the cities where the exams will be held, the conditions you agree to when you fill the form etc.

CRITERIA TO GET A CERTIFICATE

Average assignment score = 25% of average of best 8 assignments out of the total 12 assignments given in the course.
Exam score = 75% of the proctored certification exam score out of 100

Final score = Average assignment score + Exam score

YOU WILL BE ELIGIBLE FOR A CERTIFICATE ONLY IF AVERAGE ASSIGNMENT SCORE >=10/25 AND EXAM SCORE >= 30/75. If one of the 2 criteria is not met, you will not get the certificate even if the Final score >= 40/100.

Certificate will have your name, photograph and the score in the final exam with the breakup.It will have the logos of NPTEL and IIT Madras .It will be e-verifiable at nptel.ac.in/noc.

Only the e-certificate will be made available. Hard copies will not be dispatched.

Once again, thanks for your interest in our online courses and certification. Happy learning.

- NPTEL team


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