MA2004E Tutorial Sheet 2
MA2004E Tutorial Sheet 2
Department of Mathematics
MA2004E: Mathematics III
Monsoon Semester 2024-2025: Tutorial sheet 2
1. What is the difference between a random variable (RV) and a random process?
Explain.
2. Explain the terms ‘state space ’and ‘parameter set ’associated with a random
process using examples of your own.
3. If {X(s, t)} is a random process, what is the nature of X(s, t) when (i) s is fixed
and (ii) t is fixed?
6. Define a kth order stationary process. When will it becomes a Strong Sense
Stationary (SSS) process.
a) E{X(t)} is a constant.
1
b) Is X(t) Covariance stationary? Justify.
10. If X(t) = sin(ωt + Y ), where Y is uniformly distributed in (0, 2π), prove that
{X(t)} is a wide-sense stationary process.
11. Calculate the autocorrelation function of the process X(t) = Asin(ω0 t + ϕ),
where A and ω0 are constants and ϕ is a uniformly distributed random variable
in (0, 2π).
12. Consider the random process V (t) = cos(ωt + θ), where θ is a random variable
with probability density P (θ) = 1/2π; −π ≤ θ ≤ π and 0 else.
a) Show that the first and second moments of V (t) are independent of time.
14. Suppose that X(t) is a process with mean µ(t) = 3 and autocorrelation R(t1 , t2 ) =
9 + 4e−0.2|t1 −t2 | . Determine the mean, variance and the covariance of the random
variables X(5) and X(8).
15. If U (t) = Xcost + Y sint and V (t) = Y cost + Xsint, where X and y are
independent random variables such that E(X) = 0 = E(Y ), E(X 2 ) = E(Y 2 ) =
1, show that {U (t)} and {V (t)} are individually stationary in the wide sense,
but they are not jointly wide-sense stationary.