Organized by the Department of Mathematics, SRM Institute of Science and Technology
STTP on Stochastic Processes and Their Applications
STTP 2019 Report
Two days short term training programme (STTP-2019) on ‘STOCHASTIC PROCESSES AND THEIR APPLICATIONS’ was organized by the Department of Mathematics, Faculty of Engineering and Technology, SRM Institute of Science and Technology on the eighth and ninth of November 2019. The inaugural function took place in the Faraday Hall, Main Campus, Kattankulathur at 9.00 a.m. First day started with the Invocation song. Dr.A.Govindarajan, Professor and Head, Department of Mathematics, Convenor of STTP-2019, welcomed the gathering by giving a comprehensive note of the topic and its use in day to day life. He briefly outlined the applications of stochastic processes in field of Engineering and Technology. The presidential address was given by Prof. S. Ganapathy, Director (Corporate relations) SRM Institute of Science and Technology. Prof.K.S. Ganapathy Subramanian introduced the chief guest Mr. Prabhu Shankar (Alumnus, SRMEC- 1993 Batch, Civil Engg), Director, India operations at DISYS, Chennai. In his inaugural address, the chief guest was proud of being an alumnus of the then SRM Engineering College and briefly explained the role of stochastic process in treating neurological disorders. The Souvenir was released by the Chief Guest. The vote of thanks was given by one of the coordinatorsDr. P. Godhandaraman.
The ten eminent speakers drawn from esteemed institutions like IIT’s, NIT’s,University of Madras, Cochin University, Alagappa University, Pondicherry University and ISI Kolkata captured the audience spell bound with their presentations ranging from random variables to current research in the fields of Markov process, Poisson process and Queuing theory.
The first session was delivered by Dr. R. Panneerselvam, Professor, Department of Mathematics, Pondicherry University on “Queuing Simulation”. In his presentation, simulation using high level language for single server queuing models was dealt with and a quick introduction to GPSS-a simulation software was also presented. It was followed by Dr. D. Arivudainambi, Professor, Anna University, Chennai and Director of all affiliated colleges, on Stochastic Processes for Research. His talk gave the audience a clear idea of the basics of probability theory. He explained the current trend of research work in Stochastic Processes and he attracted the attention of audience by giving apt examples.
The post-lunch session was taken up by Dr. Y. Sarada, Professor, Anna University Chennai entitled “On the Application of Stochastic Processes in Science and Engineering”. The lecture was on stochastic processes and their importance in the field of engineering. She narrated that preparation of SAMBAR is the best example for random process. Because, taste of sambar is not uniform on every day, what ever be the measures are taken for preparation ingredients.
This presentation was followed by Dr. Neelesh S. Upadhye, Associate Professor, Department of Mathematics, IIT Madras, who spoke on Subordinated Stochastic Processes. A deep study on the Poisson process of order k (PPoK), where time-changes with an independent Lévy subordinator and its inverse through various distributional properties, long-range dependence and limit theorems for the same was presented.
The last talk for the day, “Probabilistic Modelling” was delivered by Dr. V. Thangaraj, Professor (Retd), University of Madras. Probabilistic modeling was well illustrated using various Models like coins tossing model, rolling dice problem, Polys urn model, Chandrasekhar and Smoluchowski Model, random walks in two and three dimensions, insurance problems etc. He explained how stochastic process and Newton’s law of motion are interlinked and how they are used in day to day life. The first day of the STTP-2019 came to the close leaving the audience in trance of the next day’s anticipation.
The second day of the programme began with Dr. KrishanuMaulik’s talk titled “Urn Models and their Applications”. The professor from the Department of Statistics and Mathematics, ISI Kolkata, gave an insight of the poly urn model applications in many areas including learning theory, database management, and clinical trials and so on. He also gave a quick glimpse into the different techniques used to analyze this model.
This was followed by the presentation given by Dr. N.M. Murulidhar, Professor, Mathematical and Computational Sciences, NIT Karnataka. Poisson Process which is a Markov Process with continuous parameter space and discrete state space was vividly explained by considering its applications in Queueing Theory.
Dr. N. Anbazhagan, Professor and Head, Department of Mathematics, Alagappa University considered a queueing-inventory system with two types of customers, arriving according to Poisson processes and where inventory is replenished according to an (s, Q) policy and the replenishing times are assumed to be exponentially distributed for discussion. The stationary probability distribution of the inventory level, status of the server, number of customers in the orbit and number of customers in the waiting line were obtained by matrix methods and was well supported by numerical illustrations. It was the 3rd lecture on the day.
The afternoon session witnessed two talks, first by Dr. A. Krishna Moorthy, Professor, Department of Mathematics, Cochin University, who elaborated on how Markov chains arise in a natural fashion and how it could be applied to get insight into systems. Applications of Markov chains into several areas of knowledge were discussed starting from one dimensional random variable to two dimensional random variables.
The other lecture was given by Dr. B. Krishna Kumar Professor, Department of Mathematics, Anna University, Chennai, who elaborately discussed the paper titled “Performance Analysis of an M/G/1 Retrial Queuing System under LCFS-PR Discipline with General Retrial and Setup Times”. Finally, the effect of system parameters on some key performance measures was provided using numerical illustrations in detail about Queueing networks and their applications. He gave an illustration and examples of Queueing networks and their applications in detail.
The program witnessed seventy participants from various colleges and Universities located in Tamil Nadu, Kerala and Andhra Pradesh to mention a few. There are 193 participants for the program. List of outside participants are 31. List of participants from SRMIST-VDP, SRMIST-RPM, SRMIST-KTR-(FSH) (staff and students), SRMIST (E&T) (staff and students) are 39 in numbers. List of participants from our own department (Staff (85) and Research scholars (38)) are 123. The event came to a close with the valedictory function. Dr. N. Parvathy welcomed the gathering and Dr. B.Vennila introduced the chief guest Mr. M. Jayadev Mahalingam (Alumnus, SRMEC, 2004 batch, Mech Engg) Founder, PIQUBE, Chennai. The valedictory address was delivered by Mr. M. Jayadev Mahalingam. Dr. V. Srinivasan gave a nostalgic picture of the two day happenings in the form of a STTP-2019 report. This was followed by the vote of thanks given by the other coordinator Dr. R.M.Kannan followed by the distribution of certificates to the participants and a group photo session was arranged to add to our memories.