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Lecture-1 Module-5 Random Process

The document discusses stochastic processes and their modeling of noise in information and communication theory. It covers topics like probability theory, estimation, hypothesis testing, information theory, and statistical modeling of noise. Specifically, it describes a lecture on stochastic processes, including continuous and discrete time random processes, mean and correlation functions, and examples of random variable experiments. Multiple random processes are also introduced. References on the topics are provided.

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Samarth Minocha
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89 views28 pages

Lecture-1 Module-5 Random Process

The document discusses stochastic processes and their modeling of noise in information and communication theory. It covers topics like probability theory, estimation, hypothesis testing, information theory, and statistical modeling of noise. Specifically, it describes a lecture on stochastic processes, including continuous and discrete time random processes, mean and correlation functions, and examples of random variable experiments. Multiple random processes are also introduced. References on the topics are provided.

Uploaded by

Samarth Minocha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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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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