Course Details

Course details of EE6150
Course No	EE6150
Course Title	Stochastic Modeling and the Theory of Queues
Credit	12
Course Content	1. A short tour through basics (not very measure theoretic) of axiomatic probability theory, convergence, and laws of large numbers. 2. Discrete time Markov chains: class properties, stationary distribution, hitting and mixing times, coupling, and applications to queues and social networks. 3. Renewal theory: elementary renewal theorem, Wald's lemma, renewal reward theorem, and batch biasing (brief discussion on Key and Blackwell's renewal theorem). 4. Poisson process. 5. Continuous time Markov chains: stationarity, time reversal, Kelly's lemma, reversibility, and applications to social networks and queues. 6. (If time permits) Chernoff bound and introduction to large deviations; Martingales and concentration.
Course Offered this semester	Yes
Faculty Name	Dr. VENKATESH T G