Unit-3

Random Walks and Applications

Random Walk in One Dimension

Therefore, at each random walk that is a class of random process , we can predict the location or state of the move
.Hence, at each move either left or right from current location is equiprobable with probability of ½.
Binomial Characteristics of Simple Random Walk
By referring above tree of random walk,
Let us consider
M=position, N = no of steps
If a=no of steps in right, and b=no of steps in left
Therefore,
N= a+b, and M=a-b
Or in other words we can write that
𝑀+𝑁 𝑁−𝑀
𝑎= , 𝑏=
2 2
How ever , it can be also seen that
Probability of position M , in N step ,ie p(M,N) right is equal to the p(-M,N) because of symmetry of the
walk tree.
Hence, for Binomial distribution, it is mandatory to know that in N of steps the selection of “ a” number of
𝑁!
steps in right can be expressed as (𝑁𝑎) =
𝑎!(𝑁−𝑎)!

Additionally, for N number of steps, total number of paths will be 2𝑁 . Here base is 2 because for every
walk there is two possibilities for movement either left or right. For example, for 3 no of steps, number of
paths will be 8.
Now, consider the case that, probability of getting the m state in n steps
𝑛𝑜 𝑜𝑓 𝑝𝑎𝑡ℎ 𝑟𝑒𝑎𝑐ℎ𝑖𝑛𝑔 𝑡𝑜 𝑚 𝑠𝑡𝑎𝑡𝑒
𝑝(𝑚, 𝑛)
𝑡𝑜𝑡𝑎𝑙 𝑛𝑜 𝑜𝑓 𝑝𝑎𝑡ℎ 𝑖𝑛 𝑛 𝑠𝑡𝑒𝑝𝑠
Foe example p(2,2) or p(0,2).
1 𝑛!
Hence p(2,2)=1/4=p(-2,2). P(0,2)=1/2 , in general p(m,n) 𝑛 ∗ 𝑡ℎ𝑖𝑠 𝑖𝑠 𝑏𝑖𝑛𝑜𝑚𝑖𝑎𝑙 𝑐ℎ𝑎𝑟𝑎𝑐𝑡𝑒𝑟
2 𝑎(𝑛−𝑎)!
Band Limited Process
Here, we can see easily that when Ws is greater than 2wm, then there is guard band between the sampling signal
and therefore there os no overlapping. Now , in the second case also when ws=2Wm, in this case spectrum is
touching only but no overlapping. Hence in both case, message signal can be recovered from its discrete sample
value. But , if ws is less than 2Wm, then there is overlapping between spectrum and we can not reconstruct our
message signal from its discrete sample .Final spectrum will be as below
Hence , in above scenario of over lapping can not recover our continuous time signal accurately. Hence it is called
sampling theory.

Cyclostationary Random Process

Let us assume a wave form given by s(t) as

shown here and if this wave form is
delayed by KT then what will happen? It
means “ t” in expression will be replaced
by t-KT as shown in second equation.
Again if we are changing the variable as n+k=m, in in this case, n becomes m-k , therefore

Now, here it is very interesting to note

that if we have a long train of
1010011011110……….and if ithis
sequence is delayed by some time
(here it is k) ,then waveform will be
indistinguishable as whole.
101001101111….
101001101111… there is no
change in wave form .Hence delayed in
sequence dose not change the
Hence s(t) and s(t-KT) are the statistically same. statistical property of the sequence .
Hence it is assumed to be stationary.

Here K belongs to the integers. But, if K is not integral multiple of T. say is its delayed by d and 𝒅 ≠ 𝒌𝑻 in this case
statistically property of wave form will be changed. Therefore , S(t) and S(t-d) are distinguishable as shown above.
Or a stochastic property said to be cyclostationary if its statistical property (mean, auto correlation) vary cyclically with
time(say time period ).

More clearly , it can be state that a stochastic process x(t) with mean E{X(t)} and auto correlation
Rxx(t1,t2)=E{X(t1),X(t2)} is said to be wide sense cyclostationary with period T0 , if both mean and auto correlation are
cyclic in t with period T0.

E{X(t)}=E(X(t+T0) for all t, and

Rxx(t1,t2) =E{X(t1+T0),X(t2)} 0r E{X(t1),X(t2+T0)} for all t.

Let us consider the case o Pulse amplitude modulation (PAM)

So , by above case , it can be understand that m[n] shows the amplitude of pulse where p(t-nTs) shows the position of
the pulse as
XPAM(t)=m[0]p(t)+m{1]p(t-Ts)+m(2)p(t-2Ts)+………………………………

And above is the example of wide sense cylostationay process.

Numerical:

In above n is replaced by n+KT, and m-k=r, then limit maintain the same infinity range for “r”.