Reg. No.

:
Name :

Mid-Term Examinations (Mid-Term) – October 2021

Programme : B-Tech Semester : Mid-Term 2021-2022
Course : Random Process Code : MAT3004
Faculty : Slot/Class No. : C11+C12/
Dr. Jyoti Badge
BL2021221000386
Time : 1½ hours Max. Marks : 50

Answer all the Questions

Q.No. Question Description Marks

2
1 Let 𝑋 (𝑡) be the Wiener process with the parameter 𝜎 .
𝑡
Let 𝑌(𝑡) = ∫0 𝑋 (𝛼 )𝑑𝛼
10
(a) Find the mean and variance of 𝑌 (𝑡)
(b) Find the autocorrelation function of Y(t)
2 A machine goes out of order, whenever a component fails. The failure of this part follows a
Poisson process with a mean rate of 1 per week. Find the probability that 2 weeks have elapsed
since last failure. If there are 5 spare parts of this component in an inventory and that the next 10
supply is not due in 10 weeks, find the probability that the machine will not be out of order in the
next 10 weeks.
3 Let 𝑋(𝑡) and 𝑌(𝑡) be defined by 𝑋 (𝑡) = 𝐴𝑐𝑜𝑠𝑤𝑡 + 𝐵𝑠𝑖𝑛𝑤𝑡 and 𝑌(𝑡) = 𝐵𝑐𝑜𝑠𝑤𝑡 − 𝐴𝑠𝑖𝑛𝑤𝑡
where 𝑤 is a constant and 𝐴 and 𝐵 are independent random variables both having zero mean and
10
variance. Find the cross correlation of 𝑋(𝑡) and 𝑌(𝑡). Are 𝑋(𝑡) and 𝑌(𝑡) jointly W.S.S
processes?
4 Consider a random process 𝑋(𝑡) defined by
𝑋(𝑡) = 𝑈𝑐𝑜𝑠𝑡 + (𝑉 + 1)𝑠𝑖𝑛𝑡,
where 𝑈 and 𝑉 are independent random variables for which
10
𝐸 (𝑈) = 𝐸 (𝑉 ) = 0; 𝐸 (𝑈 2 ) = 𝐸 (𝑉 2 ) = 1
a) Find the auto covariance function of 𝑋(𝑡)
b) Is 𝑋(𝑡) wide sense stationary? Explain your answer
5 If the WSS process {𝑋(𝑡)} is given by 𝑋 (𝑡) = 100 cos(10𝑡 + 𝜃), where 𝜃 is uniformly
distributed over (−𝜋, 𝜋), prove that {𝑋(𝑡)} is correlation ergodic. 10



Page 1 of 1