VEL TECH MULTI TECH DR RANGARAJAN DR SAKUNTHALA ENGINEERING

COLLEGE
191MA401 / PROBABILITY AND RANDOM PROCESS.
UNIT – IV
RANDOM PROCESS
Part – A (1 mark)

S.NO. Question Bank CO K

level
1 The family of all time functions X(s, t) is called a __________. CO4.1 K1
a) Random process b) stationary process c)Markov process d)none of these.

3 For a fixed s = s1 and t = t1 X(s1, t1) represents ___________ . CO4.1 K1

a) Random number b)variable c) fixed number d) none of these.

4 If t is continuous and the random variable X is continuous then the random process CO4.1 K2
is called___________.

a) a) random number b) variable c) discrete random process d) continuous random

process

5 If t is continuous and the random variable X is discrete then the random process is CO4.2 K1
called ___________.

a) a) discrete random process b) continuous random process c) random variable

d)none of these.

6 If t is discrete and the random variable X is continuous then the random process is CO4.2 K1
called__________.

a) continuous random process b) continuous random sequence c) discrete

random process d) none of these.

7 If time t is discrete and the random variable X is also discrete then the random CO4.2 K1
process is called ___________.
a) continuous random process b) discrete random process c) discrete random
sequence d) none of these.

8 The auto correlation function RXX(t1, t2) = ________________. CO4.2 K1

a) Mean b) E(t1)E(t2) c) variance d) E(X(t1)X(t2))
9 In a WSS process mean is a ___________. CO4.3 K1
a) constant b) variable c) parameter d) process.

10 Strict sense stationary process is also called ________________. CO4.3 K1

a) stationary process b)strongly sense stationary process c) fixed number
d)none of these.

11 Auto correlation function is _______________. CO4. 3 K1

a) odd function b) periodic function c) an even fuction d) none of these

12 The maximum value of Rxx(τ ) = __________. CO4. 4 K1

a) Rxx(1 ) b) Rxx(2 ) c) Rxx(-1 ) d) Rxx(0).

13 E[𝑋 2 (𝑡)] = ____________. CO4. 4 K1

a) Rxx(0) b)Rxx(1) c) Rxx(2) d) Rxx(-1)

14 The conditional probability P(Xn+1 = aj / Xn = ai) is called _______________. CO4. 4 K1

a) 0 step transition probability b)one step transition probability c)two step
transition probability d)none of these.

15 The first order stationary process has a _________. CO4. 4 K1

a) variable mean b) random variable c) constant mean d) none of these .

16 In a TPM sum of elements of each row = ___________. CO4. 5 K1

a) 0 b) 2 c) 3 d)1.

17 The TPM is a___________. CO4. 5 K1

a)square matrix b) rectangular matrix c) row matrix d) column matrix.

18 Chapman Kolmogorov equation is __________. CO4. 5 K1

a) P = q b) (Pijn) = (Pij)n c) (Pijn) = (Pij)2 d) none of these.

19 A random process in which the future depends only on the present not on the past, CO4. 5 K2
then the process is called ____.
a)stationary process b) WSS process c) Markov process d)none of these

20 CO4. 6 K1
The variance of the poisson process is _________________.

a) t b) λ/t c) t/λ d) λt.

21 CO4. 6 K1
The poisson process is a_________.

a) Markov process b) WSS process c) SSS process d) none of these.

 PART B

S.NO. Question Bank CO K level

1 CO4.1 K2
Explain discrete random process and continuous random process.

2 CO4.1 K2
Explain discrete random sequences and continuous random sequences.

3 CO4.1 K3
Consider the random process X(t) = cos(t + φ), where φ is a random variable
1 𝜋 𝜋
with density function f(φ) = 𝜋 , - 2 < φ < 2 . Check whether or not the process
is stationary.

4 CO4.2 K3
Prove that a first order stationary process has a constant mean.

5 CO4.2 K3
Prove that an auto correlation function is an even function.

6 CO4.3 K3
Given that the auto correlation function for a stationary with no periodic
4
component is Rxx(τ) = 25 + . Find the mean and variance of the process.
1+6𝜏 2

7 CO4.4 K3
The autocorrelation function of a random process is given by Rxx(τ) = 9 +
2
2𝑒 −|𝜏| . Find the mean value of the random variable Y = ∫0 𝑋(𝑡) 𝑑𝑡 and
variance of X(t).

8 CO4.4 K3
3 1

Let P = [41 4
1] be the TPM of a two state Markov chain. Find the stationary
2 2
probabilities of the chain.

9. CO4.5 K3
Prove that sum of two independent poisson process is a poisson process.
10. CO4.5 K3
Prove that difference of two independent poisson process is not a poisson
process,.

11. CO4.5 K3
Find the mean of the poisson process.

PART C

S.NO. Question Bank CO K

level
1 CO4.1 K3
The probability distribution of the random process {𝑋(𝑡)} is given by
(𝑎𝑡)𝑛−1
𝑛+1 , 𝑛 = 1,2,3, … . .
P[X(t) = n] = {(1+𝑎𝑡) 𝑎𝑡
. Show that it is not stationary.
1+𝑎𝑡
,𝑛 = 0

2 CO4.2 K3
Show that the random process X(t) = A cos(ωt + ϴ) is wide – sense
stationary , where A and ω are constants and ϴ is uniformly distributed on
the interval (0, 2π).

3 CO4.3 K3
Show that the random process X(t) = A cosλt + B sinλt, Where λ is a
constant , A and B are random variables , is wide sense stationary if
(i) E(A) = E(B) = 0, (ii) E(A2) = E(B2) and (ii) E(AB) = 0.

4 CO4.4 K3
Given a random variable Y with characteristic function φ(ω) = E(eiωY) =
E(cosωY + isinωY) and a random process X(t) = cos(λt + Y), show that X(t) is
stationary in the wide sense if φ(1) = φ(2) = 0.
5 CO4.5 K3
Three boys A, B , C are throwing a ball to each other. A always throw the
ball to B and B always throws to C but C is just as likely to throw the ball to
B as to A. (i) Show that the process is Markovian, (ii) Find the TPM, (iii)
Classify the states.

6 CO4.6 K3
A man either drives a car or catches a train to go to office each day. He
never goes 2 days in a row by train but if he drives one day , then the next
day he is just as likely to drives again as he is travel by train. Now suppose
that on the day of first day of the week, the man tossed a fair die and drove
to work if and only if 6 appeared. Find (i) the TPM (ii) the probability that
he takes a train on the third day and (iii)the probability that he drives to
work in the long run.

7 CO4.6 K3
A gambler has Rs. 2. He bets Rs. 1 at a time and wins Rs. 1, with probability
1
. He stops playing if he loses Rs. 2 or wins Rs. 4.
2

(i) What is the TPM of the related Markov chain.

(ii) What is the probability that he has lost money at the end of 5
plays.
(iii) What is the probability that the game lasts more than 7 plays.

8 A salesman’s territory consists of three regions A, B, C. He never CO4.6 K3

sells in the same region on successive days. If he sells in region A ,
then the next day he sells in B. However, if he sells either B or C,
then the next day he twice as likely to sell in A as in other region.
How often does he sell in each of the regions in the steady state?
9 Derive the mean and variance of poisson process. CO4.7