STCS 44046

>< Type/ Status : Core for students offering the special degree in Statistics and Computer Science.
>< Title : Stochastic Processes
>< Pre–requisites : STCS 11015
>< Objectives : At the end of this unit the student will be able to apply the knowledge gained in this course to analyse Stochastic Processes found in various fields of Science and Technology.
>< Course Content :

Stochastic Processes; Two State Case; Finite Markov Chains; Irreducible Aperiodic Infinite Markov Chains; Non Irreducible Markov Chains;
Continuous Parameter Discrete State Markov Processes; Miscellaneous Applications.

>< Methodology : A combination of lectures and tutorials.
>< Scheme of Evaluation : End of course examination and assignments.
>< Recommended Reading :
1. Narayan Bhat, U, Elements of Applied Stochastic Processes, (1972), John Wiley & Sons Inc.
2. Cox, D.R. & Miller, H.D., The Theory of Stochastic Processes, (1972), Chapmen Hall.
3. Medhi, J., Stochastic Processes, (1991 Reprint, 1st Edition), Wiley Eastern Ltd.
4. Bailey, N.T.J., The Elements of Stochastic Processes, (1967, 1st Edition 3rd Reprint), John Wiley & Sons Inc.
5. Hoel, P.G., Port, S.C.& Stone, C.J., Introduction to Stochastic Processes’, (1994), Houghton Miffin Company.
6. Karlin, S., A First Course in Stochastic Processes, (1975, 2nd Edition), Academic Press.

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