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Probability Theory and Stochastic Processes

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Probability Theory and Stochastic Processes

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Laxmi Kumari
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© © All Rights Reserved
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MLR Institute of Technology (Autonomous)

PROBABILITY THEORY AND STOCHASTIC PROCESSES


Course Code Category Hours / Week Credits Maximum Marks
L T P C CIA SEE Total
A6EC08 ESC
3 1 0 4 40 60 100
COURSE OBJECTIVES:
The course should enable the students to:
1. To know the various probability function.
2. Understand the concepts of random variable.
3. Know the operation of single random variable.
4. Understand the temporal characteristics in stochastic process.
5. Understand the spectral characteristics in stochastic process.

COURSE OUTCOMES:
Upon successful completion of the course, the student is able to
1. Understand the various probability function and theorem.
2. Analyze the application of random variable.
3. Understand the operations on single random variable.
4. Analyze the temporal characteristics in stochastic process.
5. Analyze the spectral characteristics in stochastic process.

UNIT-I INTRODUCTION TO PROBABILITY Classes: 9


The relative frequency and Axioms of probability: Probability introduced through relative frequency,
Probability introduced through Axioms, Classical definition of probability- joint Probability and
Conditional Probability, Total Probability theorem, Bayes Theorem and Independent events. With
relative problems.
UNIT-II INTRODUCTION OF RANDOM VARIABLE Classes: 9
RANDOM VARIABLE: Definition of Random variable-Conditions for a function to be a Random
Variable- Types of Random variables: Discrete, continuous and Mixed Random Variable- Distribution
function, density function and its properties- Examples of Distribution and Density function : Binomial,
Poisson, uniform, Gaussian, Exponential and Rayleigh. With relative problems
UNIT-III OPERATIONS ON SINGLE RANDOM VARIABLES Classes: 10
Mathematical Expectation: Expected value of a Random Variable, expected value of Function of a
Random variable, properties of Expectation-Moments: moments about the origin, central moments,
variance and skew, properties of Variance- Functions of moments: characteristic function, moment
generating function and its properties. With relative problems.
UNIT-IV STOCHASTIC PROCESSES –TEMPORAL CHARACTERISTICS Classes: 10
Definition of Random Process-Classification of Random Processes-Joint Distribution and Density
Functions of Random processes-Statistical Independent random processes-concept of Stationary
process: First order stationary processes, Second order, Wide-Sense Stationary, Strict Sense
Stationary(N-Order)-Time Averages and Ergodicity: Mean, Correlation ergodic-Autocorrelation
Function and its Properties, Cross Correlation function and its Properties. With relative problems.
UNIT-V STOCHASTIC PROCESSES –SPECTRAL CHARACTERISTICS Classes: 09
The Power Spectrum: Properties: Relationship between power Spectrum and Autocorrelation Function,
The Cross–Power Density Spectrum, Properties: Relationship between Cross–Power Spectrum and
Cross – Correlation Function. With relative problems.
Text Books:

B.Tech Academic Regulations – R22 Page 67


MLR Institute of Technology (Autonomous)
1. Probability, Random Variables &Random Signal Principles - Peyton Z. Peebles, TMH,4th
Edition,2001.
2. Probability theory and stochastic processes –Y. mallikarjuna reddy , Universities press, 4th edition
3. A.Papoulis and S.Unnikrishnan Pillai, “Probability, Random Variables and Stochastic
Processes,'' Fourth Edition, McGraw Hill.

Reference Books:
1. Probability and random process- Scott Miler, Donald Childers, 2ed, Elsevier,2012.
2. H. Starkand J.Woods, “Probability and Random Processes with Applications to Signal
Processing”, Third Edition, Pearson Education
3. K. L. Chung, Introduction to Probability Theory with Stochastic Processes, Springer
International
4. P. G. Hoel, S. C. Port and C. J. Stone, Introduction to Probability, UBS Publishers
5. P. G. Hoel, S. C. Port and C.J.Stone, Introduction to Stochastic Processes, UBS
Publishers.
Web References:
1. https:// www.khanacademy.org/ math/ probability/ probability - geometry/ probability-
2. basics/ a/ probability -the- basics https:// www.khanacademy.org/ math/ statistics-
probability/ random -variables-stats- library/ random - variables- discrete/v/discrete-and-
continuous-random-variables
3. https:// www .khanacadem y.org/ math/ statistics - probability/ random -variables-stats-
library/ random - variables-discrete/v/random-variables
4. https://www.edx.org/course/probability-basic-concepts-discrete-random-variables.
E-Text Books:
1. http://www.freebookcentre.net/maths-books-download/Lecture-Notes-Probability-Theory.html
2. http://www.freebookcentre.net/maths-books-download/Probability-and-Stochastic-
Processes.html
3. htt p:// www .freebookcentre.net/ electronics -ebooks-download/ Introduction-to -
Communication- Systems.html
4. http://www.freebookcentre.net/electronics -ebooks-download/Communication-Systems-by-Dr.-
Cong- Ling.html

B.Tech Academic Regulations – R22 Page 68

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