06EC663 - RANDOM PROCESSES |
PART – A |
UNIT – I |
INTRODUCTION TO PROBABILITY THEORY: Experiments, sample
space, Events, Axioms, Assigning probabilities, Joint and conditional
probabilities, Baye’s Theorem, Independence, Discrete Random Variables,
Engg Example. |
UNIT – II |
Random Variables, Distributions, Density Functions: CDF, PDF,
Gaussian random variable, Uniform Exponential, Laplace, Gamma, Erlang,
Chi-Square, Raleigh, Rician and Cauchy types of random variables |
UNIT – III |
OPERATIONS ON A SINGLE R V: Expected value, EV of Random
variables, EV of functions of Random variables, Central Moments,
Conditional expected values. |
UNIT – IV |
Characteristic functions, Probability generating functions, Moment
generating functions, Engg applications, Scalar quantization, entropy and
source coding. |
PART – B |
UNIT – V |
Pairs of Random variables, Joint CDF, joint PDF, Joint probability mass
functions, Conditional Distribution, density and mass functions, EV
involving pairs of Random variables, Independent Random variables,
Complex Random variables, Engg Application. |
UNIT – VI |
MULTIPLE RANDOM VARIABLES: Joint and conditional PMF, CDF,
PDF,.EV involving multiple Random variables, Gaussian Random variable in
multiple dimension, Engg application, linear prediction. |
UNIT – VII |
RANDOM PROCESS: Definition and characterization, Mathematical tools
for studying Random Processes, Stationary and Ergodic Random processes,
Properties of ACF. |
UNIT – VIII |
EXAMPLE PROCESSES: Markov processes, Gaussian Processes, Poisson
Processes, Engg application, Computer networks, Telephone networks. |
REFERENCE |
TEXT BOOKS: |
1. Probability and random processes: application to Signal
processing and communication - S L Miller and D C Childers:
Academic Press / Elsivier 2004 |
Reference Books |
1. Probability, Random variables and stochastic processes - A.
Papoullis and S U Pillai: McGraw Hill 2002
2. Probability, Random variables and Random signal principles -
Peyton Z Peebles: TMH 4th Edition 2007
3. Probability, random processes and applications - H Stark and
Woods: PHI 2001 |
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