EEE301 Communication Theory

02-Random Variables & Random Processes

DR. THILINI RAJAKARUNA
Why Probability/Random Processes?
• Probability is the core mathematical tool for communication theory.
• Stochastic or random model is widely used in the study of communication
systems.

E.g.: Radio communication system where the received signal is a random process:
– Message is random
– Interference is random
– Noise is a random process

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Sample Space and Probability
 Random experiment: Outcome cannot be predicted with certainty
Examples:
Flipping a coin, throwing a dice, receiving bit ‘1’ or ‘0’ in a data stream

 Sample space: the set of all possible outcomes, denoted by, Ω. Any outcome is
denoted by, ω, and each ω ∈ Ω.
Sample space can be either continuous or discrete.

 Events are subsets of the sample space. Measure of the occurrence of an

event, probabilities can be defined and measured.
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Random Variables
 A random variable is a mathematical function that maps the outcomes of a
random experiment to a number.

 Cumulative Distribution Function, cdf describe the probability distribution of a

random variable.

 Probability Density Function (pdf), is defined as the derivative of cdf.

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Bernoulli Random Variable

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Uniform Random Variable

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Gaussian (or Normal) Random Variable

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Content
 Probability and Random Variables:
 Review of probability and random variables
 Cumulative distribution function
 Probability density function
 Moments of a random variable
 Covariance and Correlation coefficient
 Jacobian and transformation of random variables

 Random Processes:
 Classification of random processes and their properties
 Autocorrelation function
 Power spectral density
 Gaussian processes, Filtering of random processes

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Functions of a random variable

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Expectation of Random Variables

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Multiple Random Variables

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Multiple Random Variables

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Example:

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Multiple Random Variables contd.

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Correlation and covariance

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Correlation coefficient

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Random Processes

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Random Processes

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Discrete-time random processes

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Example:

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Continuous-time Random Processes

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Example:

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