E2 204, Spring 2024

Stochastic Processes & Queueuing Theory

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 of dynamic systems and networks.

Teams/GitHub Information


We will use Microsoft Teams for all the course related communication.
Please do not send any email regarding the course.
You can signup for the course team Stochastic-Processes-2024 using the following code jeib7m2.


Parimal Parag
Office: EC 2.17
Hours: By appointment.

Time and Location

Classroom: EC 1.07, ECE main building
Hours: Tue/Thu 10:00am-11:30am.

Teaching Assistants

Moonmoon Mohanty
Email: moonmoonm@iisc.ac.in
Hours: By appointment.




Quiz Hours: 10:00-10:30am
Test Hours: 10:00am-01:00pm
Venue: EC 1.07, ECE main building

  • 13 Jan 2024: Quiz 1
  • 27 Jan 2024: Quiz 2
  • 10 Feb 2024: Mid Term 1
  • 24 Feb 2024: Quiz 3
  • 09 Mar 2024: Quiz 4
  • 23 Mar 2024: Mid Term 2
  • 06 Apr 2024: Quiz 5
  • 20 Apr 2024: Quiz 6
  • 26 Apr 2024: Final (09:00am-01:00pm)

Grading Policy

Quizzes: 30
Mid Terms: 40
Final: 30


Stochastic Processes, P. Parag and Vinod Sharma.

Stochastic Processes, Sheldon M. Ross, 2nd edition, 1996. You can get a copy of the textbook from the campus book store.

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