INFORMATION AND

COMMUNICATION THEORY

Unit-1: Probability Theory

Unit-2: Stochastic Processes
Unit-3: Estimation & Hypothesis Testing
Unit-4: Information Theory
Unit-5: Statistical Modeling of Noise

Module-3-Unit-2
• Stochastic Processes
• Statistical Modeling of Noise

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 Lecture-1 (Unit-2, Module-3)
Stochastic Process

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 Stochastic (Random) Process

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 Random Process

Example:

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 Continuous-time random processes

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 Discrete-time random processes

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Example:

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Solution:

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 Expected value of sample function at n=3

We know that
Continuous random variable

pdf

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 CDF of Random Process

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Continued…

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If the experiment is performed n times, then n functions 𝒙 𝒕, 𝜺𝒊 are
observed, one for each trial as shown in figure below:

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Example:

Solution:

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 Mean Functions

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 Correlation Functions

The auto covariance function

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 HELP:

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Continued…

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Continued…

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Example:

Solution:

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Continued…

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 Multiple Random Processes

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 Reference

• Athanasios Papoulis, “Probability, Random Variables, and

Stochastic Processes,” 3rd edition, McGraw Hill Publication.
• https://www.probabilitycourse.com

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