MA 9263 Probability and Random processes syllabus download

MA 9263 PROBABILITY AND RANDOM PROCESSES L T P C
3 1 0 4

AIM
To provide the necessary basic concepts in probability and random processes for
applications such as random signals, linear systems etc. in communications
engineering.

OBJECTIVES

• The students will have an exposure of various distribution functions and help in acquiring skills in handling situations involving more than one variable.
•  Able to analyze the response of random inputs to linear time invariant systems.

UNIT I RANDOM VARIABLES 9 + 3
Discrete and Continuous random variables – Moments – Moment generating
functions – Binomial, Poisson, Geometric, Uniform, Exponential, Gamma, Weibull
and Normal distributions – Functions of a random variable.

UNIT II TWO-DIMENSIONAL RANDOM VARIABLES 9 + 3
Joint distributions – Marginal and Conditional distributions – Covariance – Correlation
and Linear regression – Transformation of random variables - Central limit theorem
(for independent and identically distributed random variables).

UNIT III RANDOM PROCESSES 9 + 3
Classification – Stationary process – Markov process - Poisson process – Random
telegraph process.

UNIT IV CORRELATION AND SPECTRAL DENSITIES 9 + 3
Auto-correlation functions – Cross-correlation functions – Properties – Power
spectral density – Cross-spectral density – Properties.

UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS 9 + 3
Linear time invariant system – System transfer function – Linear systems with
random inputs – Auto-correlation and Cross-correlation functions of input and output
– White noise.
L: 45, T: 15, TOTAL : 60 PERIODS

TEXT BOOKS
1. Ibe, O.C.,“Fundamentals of Applied Probability and Random Processes”,
Elsevier, 1st Indian Reprint, (2007).
2. Peebles, P.Z., “Probability, Random Variables and Random Signal Principles”,
Tata McGraw Hill, 4 th edition, New Delhi, (2002).

REFERENCES
1. Yates, R.D. and Goodman, D.J., “Probability and Stochastic Processes”,
John Wiley and Sons, 2nd edition, (2005).
2. Stark, H. and Woods, J.W., “Probability and Random Processes with
Applications to Signal Processing”, Pearson Education, Asia, 3 rd edition, (2002).
3. Miller, S.L. and Childers, D.G.,“Probability and Random Processes with
Applications to Signal Processing and Communications”, Academic Press,  (2004).
4. Hwei Hsu, “Schaum’s Outline of Theory and Problems of Probability, Random
Variables and Random Processes”, Tata McGraw Hill edition, New Delhi, (2004).

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