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ECE_Probability Theory and Stochastic Processes.pdf

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GOKARAJU RANGARAJU

INSTITUTE OF ENGINEERING AND TECHNOLOGY

Course Code: GR15A2050

II Year I Semester

Prerequisites

Course Objectives

and data coding

Course Outcomes

a real-world situation, and use it to compute expectation and variance

Unit-I

PROBABILITY & RANDOM VARIABLES

Probability introduced through Sets and Relative Frequency: Experiments

and Sample Spaces, Discrete and Continuous Sample Spaces, Events,

Probability Definitions and Axioms, Mathematical Model of Experiments,

Probability as a Relative Frequency, Joint Probability, Conditional Probability,

Bayes Theorem, Independent Events, Random Variable, Functions of random

variable, Discrete and Continuous, Mixed Random Variable, Distribution and

Density functions, Binomial, Poisson, Uniform, Gaussian Distribution.

Unit-II

OPERATIONS ON SINGLE VARIABLE EXPECTATIONS

Introduction, Expected Value of a Random Variable, Function of a Random

Variable, Moments about the Origin, Central Moments, Variance and Skew,

Characteristic Function, Moment Generating Function, Transformations of a

Random Variable: Monotonic Transformations for a Continuous Random

Variable, Non-monotonic Transformations of Continuous Random Variable,

Transformation of a Discrete Random Variable. Vector Random Variables

65

Unit-III

OPERATIONS ON & MULTIPLE RANDOM EXPECTATIONS

Joint Distribution Function, Properties of Joint Distribution, Marginal Distribution

Functions, Conditional Distribution and Density - Point Conditioning, Conditional

Distribution and Density -Statistical Independence, Sum of Two Random

Variables, Sum of Several Random Variables, Central Limit Theorem, Expected

Value of a Function of Random Variables: Joint Moments about the Origin, Joint

Central Moments, Joint Characteristic Functions.

Unit-IV

RANDOM PROCESSES -TEMPORAL CHARACTERISTICS

The Random process, classification, deterministic and no ndeterministic

processes, distribution and density Functions, stationarity and statistical

independence, first-order stationary processes, second-order and wide-sense

stationarity, auto correlation function and its properties, cross-correlation

function and its properties, covariance functions, Gaussian random processes,

random signal response of linear systems, autocorrelation and cross-correlation

functions of input and output.

Unit-V

RANDOM PROCESSES-SPECTRAL CHARACTERISTICS AND NOISE

The Power Spectrum: Properties, Relationship between Power Spectrum and

Autocorrelation Function, Cross-Power Density Spectrum, Properties,

Relationship between Cross-Power Spectrum and Cross-Correlation Function.

Spectral Characteristics of System Response: Power Density Spectrum of

Response, Cross-Power Density Spectrums of Input and Output.

MODELLING OF NOISE

Introduction to noise, types and sources of noises, noise in communication

system, Arbitrary Noise Sources, Resistive and Thermal Noise Source, Effective

Noise Temperature, Average Noise Figures, Average Noise Figure of cascaded

networks.

Teaching methodologies

Tutorial Sheets

Assignments

Text Books

1.

Probability, Random Variables and Stochastic Processes - Athanasios

Papoulis and S. Unnikrishna Pillai, PHI, 4th Edition, 2002.

2.

Probability, Random Variables & Random Signal Principles - Peyton Z.

Peebles, TMH, 4th Edition, 2001

66

Reference Books

1.

Probabilistic Methods of Signals and System Analysis-George R. Cooper

and Clare D. McGillem, oxford, 3rd Edition, 2007.

2.

R.P. Singh and S.D. Sapre, Communication Systems Analog & Digital,

1995,TMH.

Web Resources

1.

Http://walrandpc.eecs.berkeley.edu/126notes.pdf

2.

http://nptel.iitm.ac.in/courses/Webcoursecontents/IIT%20Guwahati/

Probability_rp/index.htm

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