DEPARTMENT OF MATHEMATICS
MTL 106 (Introduction to Probability Theory and Stochastic Processes) 4 Credits (310)
II Semester 201819
Lecture Classes (Slot D): Tuesday, Wednesday and Friday between 9:00 AM and 9:50 AM in LH 121.
Tutorial Classes: LH 519 on Monday (Vaibhav Gupta for Group 4), LH 519 on Tuesday (Avaneep for Group 1), LH 519 on Thursday (Vaibhav Gupta for Group 2) and LH 519 on Friday (Avaneep for Group 3) between 2:00 PM and 2:50 PM.
INFORMATION SHEET
Probability Theory: Axioms of probability, Probability space, Conditional probability, Independence, Baye's rule, Random variable, Some common discrete and continuous distributions, Distribution of Functions of Random Variable, Moments, Generating functions, Two and higher dimensional distributions, Functions of random variables, Order statistics, Conditional distributions, Covariance, correlation coefficient, conditional expectation, Modes of convergences, Law of large numbers, Central limit theorem.
(No. of Lectures  28)
Stochastic Processes: Definition of Stochastic process, Classification and properties of stochastic processes, Simple stochastic processes, Stationary processes, Discrete and continuous time Markov chains, Classification of states, Limiting distribution, Birth and death process, Poisson process, Steady state and transient distributions, Simple Markovian queuing models (M/M/1, M/M/1/N, M/M/c/N, M/M/N/N).
(No. of Lectures  14)
Main Text Books
3.
Introduction to Probability Models, Sheldon M. Ross, Academic Press,
tenth edition, 2009.
Reference Books
1. Introductory Probability
and Statistical Applications, Paul L. Meyer, AddisonWesley, 1966.
2. Stochastic Processes, J. Medhi, New Age International Publishers, 3rd edition, 2009.
3.
Stochastic Processes, Video course, NPTEL Phase II.
4. Probability, Random
Variables and Stochastic Processes, Athanasios
Papoulis and S. Unnikrishna Pillai,
Tata McgrawHill, fourth edition, 2002.
5. An Introduction to
Probability Theory and its Applications, Vol. I & II, William Feller, Wiley
Eastern, third edition, 2000.
Note: It seems, some students found that the answers provided for few problems in the following tutorial sheets are not correct. Please let me know these errors by email.
Tutorial Sheet 1 Answer
Scheme of Evaluation
Two Minor Tests of 25 Marks each 
2 X 25 
50 
One Major Examination 
1 X 50 
50 

Total 
100 
IMPORTANT INFORMATION
·
Students are encouraged to contact the Course
Coordinator or Tutorial Teachers
for any difficulties regarding the course.
·
Only those students who could not appear for
one of the minor tests due to medical
reasons are eligible for the make up
examination which will be conducted
before the major examination. However, submission of a valid medical certificate adhering to the
institute norms is mandatory.
·
The evaluated minor answer
books will be returned to the students and they must retain with them as a proof of the marks secured.
INFORMATION about the Instructors
Name 
Room No. 
Phone No. 
Email 
S Dharmaraja 
MZ 164 
7104 
dharmar@maths.iitd.ac.in 
INFORMATION about the Tutorial Teachers
Name 
Room No. 
Phone No. 
Email 
Nitu Sharma

 
 
 
Anubha Goel

 
 
 
Students can join the discussion forum in
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See Course Website: http://web.iitd.ac.in/~dharmar/mtl106/main.html
for updates.
(S Dharmaraja)
COURSE COORDINATOR