E2 204 : Stochastic Processes & Queueing Theory, Spring 2018

Lectures & Homework



Grading Policy

Mid Term: 20
Homework: 20
Project : 20
Final : 40

Course Syllabus

Poisson process, Renewal theory, Markov chains, Reversibility, Queueing networks, Martingales, Random walk.

Course Description

Basic mathematical modeling is at the heart of engineering. In both electrical and computer engineering, many complex systems are modeled using stochastic processes. This course will introduce students to basic stochastic processes tools that can be utilized for performance analysis and stochastic modeling.

Slack Information

Students can signup for course slack using their iisc.ac.in email at Slack signup. Add yourself to #spqt-2018.


Parimal Parag
Office: EC 2.17
Hours: By appointment.

Time and Location

Classroom: EC 1.07, Main ECE Building
Hours: Tue/Thu 02:00-03:30pm.

Teaching Assistant

Rahul Ramachandran
Email: rrahul@iisc.ac.in
Office Hours: By appointment.


Stochastic Processes, Sheldon M. Ross, 2nd edition, 1996.

Stochastic Processes 

Introduction to Stochastic Processes, Erhan Cinlar, 2013.

Introduction to Stochastic Processes 

Markov Chains: Gibbs Fields, Monte Carlo Simulation, and Queues, Pierre Bremaud, 1999.

Markov Chains 

Markov Chains, James R. Norris, 1998.

Markov Chains 

Reversibility and Stochastic Networks, Frank P. Kelly, 2011.

Reversibility and Stochastic Networks 

Probability: Theory and Examples, Rick Durett, 4th edition, 2010.

Probability Theory