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PTSP - MLRS - R22 - II - I - ECE - Syllabus

This document outlines the syllabus for the course "Probability Theory and Stochastic Processes" taken by second year B.Tech students in ECE at Marri Laxman Reddy Institute of Technology and Management. The course is designed to teach students the basic concepts of probability, random variables, distribution functions, stochastic processes, and their applications. It is divided into 5 units covering topics like probability, random variables, distribution functions, operations on random variables, multiple random variables, stochastic processes characteristics in both the temporal and spectral domains. The course objectives are to provide knowledge of probability, random variables, stochastic processes, and characterize LTI systems driven by random processes.

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835 views2 pages

PTSP - MLRS - R22 - II - I - ECE - Syllabus

This document outlines the syllabus for the course "Probability Theory and Stochastic Processes" taken by second year B.Tech students in ECE at Marri Laxman Reddy Institute of Technology and Management. The course is designed to teach students the basic concepts of probability, random variables, distribution functions, stochastic processes, and their applications. It is divided into 5 units covering topics like probability, random variables, distribution functions, operations on random variables, multiple random variables, stochastic processes characteristics in both the temporal and spectral domains. The course objectives are to provide knowledge of probability, random variables, stochastic processes, and characterize LTI systems driven by random processes.

Uploaded by

rupa kumar dhanavath
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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B.

Tech II Year Syllabus (MLRS-R22) MLRITM - ECE

MARRI LAXMAN REDDY INSTITUTE OF TECHNOLOGY AND MANAGEMENT


(AUTONOMOUS)

2230425: PROBABILITY THEORY AND STOCHASTIC PROCESSES


II Year B.Tech. ECE I – Sem. L T P C
3 0 0 3
Pre-requisite: Knowledge on probability and integration

Course Objectives:
 Learn the basic concepts of probability and its various concepts
 Understand different types of random variables, their density distribution functions and its
operations
 Gain knowledge on the functions of two random variables probability density distribution of the
joint random variables
 Acquire the knowledge on concepts of the random processes or distribution functions
 Learn the concepts of temporal and spectral characteristics of random process

Course Outcomes:
At the end of this course, the student will be able to
 Solve the simple problems on sample space by using the concepts of probabilities
 Apply the density function concepts in communication systems
 Gain knowledge on multiple random variables; relate the same through examples to practical
problems
 Understand the usage of stochastic processes
 Characterize the response of LTI systems driven by a stationary random process

UNIT I
Probability: Probability, Probability introduced through sets and relative frequency, Experiments and
sample spaces, Discrete and continuous sample spaces, Events, Probability definitions and axioms,
Mathematical model of experiments, Probability as a relative frequency, Joint probability, Conditional
probability, Total probability, Bayes’ theorem and independent events.
Random Variable: Definition of a random variable, Conditions for a function to be a random variable,
Discrete, Continuous and mixed random variables

UNIT II
Distribution & Density Functions: Distribution and density functions and their properties - Binomial,
Poisson, Uniform, Gaussian, Exponential, Rayleigh and conditional distribution, Methods of defining
conditional event, Conditional density, and its properties.
Operations on One Random Variable: Introduction, Expected value of a random variable, Moments
about the origin, Central moments, Variance and Skew, Chebyshev’s inequality, Characteristic
function, Moment generating function, Transformations of a random variable.

UNIT III
Multiple Random Variables: Vector random variables, Joint distribution function, Properties of joint
distribution, Marginal distribution functions, Conditional distribution and density – Point conditioning,
Conditional distribution and density – Interval conditioning, Statistical independence, Sum of two
random variables, Sum of several random variables, Central limit theorem (proof not expected).

Operations on Multiple Random Variables: Expected value of a function of random variables: Joint
moments about the origin, Joint central moments, Joint characteristic function, Jointly gaussian
random variables - two random variables case.

UNIT - IV
Stochastic Processes – Temporal Characteristics: The stochastic process concept, Classification of
processes, Deterministic and nondeterministic processes, Distribution and density functions, Concept of
stationary and statistical independence, First-order stationary processes, Second- order and wide-sense

45
B.Tech II Year Syllabus (MLRS-R22) MLRITM - ECE

MARRI LAXMAN REDDY INSTITUTE OF TECHNOLOGY AND MANAGEMENT


(AUTONOMOUS)

stationary, Nth order and strict-sense stationary. Time averages and ergodicity, Mean-ergodic processes,
Correlation-ergodic processes, Autocorrelation function and its properties, Cross-correlation function and
its properties, Covariance and its properties. Linear system response of mean, mean-squared value,
Autocorrelation and cross-correlation functions. Gaussian and Poisson random process.

UNIT - V
Stochastic Processes – Spectral Characteristics: The power spectrum: Properties, Relationship
between power spectrum and autocorrelation function, Cross-power density spectrum, Properties of
PSD, Relationship between cross-power spectrum and cross-correlation function. Spectral
characteristics of linear system response: Power density spectrum of linear system response, Cross-
power density spectrums of input and output of a linear system.

TEXT BOOKS:
th
1. Peyton Z. Peebles, “Probability, Random Variables & Random Signal Principles,” TMH, 4 Edition,
2005.
2. Herbert Taub & Donald L Schilling, “Principles of Communication Systems,” Tata McGraw-Hill, 4th
Edition, 2013.

REFERENCE BOOKS:
1. Athanasios Papoulis and S. Unnikrishnan Pillai, “Probability, Random Variables and Stochastic
Processes,” PHI, 4th Edition, 2002.
2. K. Murugesan, P. Guruswamy, “Probability, Statistics & Random Processes”, Anuradha Agencies,
3rd Edition, 2003.
3. B.P. Lathi, “Signals, Systems & Communications,” B.S. Publications, 3rd Edition, 2003.

46

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