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Dirichlet's conditions – General Fourier series – Odd and even functions – Half range sine series – Half range cosine series – Complex form of Fourier Series – Parseval's identify – Harmonic Analysis.

TWO DIMENSIONAL RANDOM VARIBLES

Joint distributions - Marginal and conditional distributions – Covariance - Correlation and Regression - Transformation of random variables - Central limit theorem (for iid random variables)

CLASSFICATION OF RANDOM PROCESSES

Definition and examples - first order, second order, strictly stationary, wide-sense stationary and ergodic processes - Markov process - Binomial, Poisson and Normal processes - Sine wave process – Random telegraph process.

CORRELATION AND SPECTRAL DENSITIES

Auto correlation - Cross correlation - Properties – Power spectral density – Cross spectral density - Properties – Wiener-Khintchine relation – Relationship between cross power spectrum and cross correlation function

LINEAR SYSTEMS WITH RANDOM INPUTS

Linear time invariant system - System transfer function – Linear systems with random inputs – Auto correlation and cross correlation functions of input and output – white noise.

REFERENCE

Text Books

1. Oliver C. Ibe, “Fundamentals of Applied probability and Random processes”, Elsevier, First Indian Reprint ( 2007) (For units 1 and 2)
2. Peebles Jr. P.Z., “Probability Random Variables and Random Signal Principles”, Tata McGraw-Hill Publishers, Fourth Edition, New Delhi, 2002. (For units 3, 4 and 5).

Reference Books

1. Miller,S.L and Childers, S.L, “Probability and Random Processes with applications to Signal Processing and Communications”, Elsevier Inc., First Indian Reprint 2007.
2. H. Stark and J.W. Woods, “Probability and Random Processes with Applications to Signal Processing”, Pearson Education (Asia), 3rd Edition, 2002.
3. Hwei Hsu, “Schaum’s Outline of Theory and Problems of Probability, Random Variables and Random Processes”, Tata McGraw-Hill edition, New Delhi, 2004.
4. Leon-Garcia,A, “Probability and Random Processes for Electrical Engineering”, Pearson Education Asia, Second Edition, 2007.
5. Yates and D.J. Goodman, “Probability and Stochastic Processes”, John Wiley and Sons, Second edition, 2005.

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