Course Name: Introduction to Probability Theory and Stochastic Processes
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Statistics
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Course abstract
This course explanations and expositions of probability and stochastic processes concepts
which they need for their experiments and research. It also covers theoretical concepts of
probability and stochastic processes pertaining to handling various stochastic modeling. This
course provides random variable, distributions, moments, modes of convergences, classification
and properties of stochastic processes, stationary processes, discrete and continuous time
Markov chains and simple Markovian queueing models.
Course Instructor
Prof. S. Dharmaraja
S. Dharmaraja earned his M.Sc. degree in Applied Mathematics from Anna University, Madras, India, in 1994 and Ph.D. degree in Mathematics from the Indian Institute of Technology Madras, in 1999. From 1999 to 2002, he was a post-doctoral fellow at the Department of Electrical and Computer Engineering, Duke University, USA. From 2002 to 2003, he was a research associate at the TRLabs, Winnipeg, Canada. He has been with the Department of Mathematics, IIT Delhi, since 2003, where he is currently a Professor, Department of Mathematics and joint faculty of Bharti School of Telecommunication Technology and Management. During July 2014 and August 2017, he served as Head, Department of Mathematics. He appointed as 'Jaswinder & Tarvinder Chadha Chair Professor' for teaching and research in the area of Operations Research from May 2010 to July 2015. He has held visiting positions at the Duke University, USA, Emory University, USA, University of Calgary, Canada, University of Los Andes, Bogota, Colombia, National University of Colombia, Bogota, Colombia, University of Verona, Verona, Italy, Sungkyunkwan University, Suwon, Korea and Universita degli Studi di Salerno, Fisciano, Italy. His research interests include applied probability, queueing theory, stochastic modeling, performance analysis of computer and communication systems and financial mathematics. He has published over 45 papers in refereed international journals and over 20 papers in refereed international conferences in these areas. He is an Associate Editor of International Journal of Communication Systems and an Associate Editor of Opsearch. He is co-author of a text book entitled "Introduction to Probability and Stochastic Processes with Applications" in John Wiley (US Edition, New Jersey, June 2012) and (Asian Edition, New Delhi, Jan. 2016) and co-author of a text book entitled "Financial Mathematics: An Introduction" in Narosa, Nov. 2012.