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MA2004E Tutorial Sheet 2

This document is a tutorial sheet for the Mathematics III course at the National Institute of Technology Calicut, covering various topics related to random variables and processes. It includes questions on definitions, properties, and examples of random processes, as well as calculations related to stationarity and autocorrelation. The tutorial aims to deepen understanding of concepts such as state space, parameter sets, and the characteristics of different types of random sequences and processes.

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34 views2 pages

MA2004E Tutorial Sheet 2

This document is a tutorial sheet for the Mathematics III course at the National Institute of Technology Calicut, covering various topics related to random variables and processes. It includes questions on definitions, properties, and examples of random processes, as well as calculations related to stationarity and autocorrelation. The tutorial aims to deepen understanding of concepts such as state space, parameter sets, and the characteristics of different types of random sequences and processes.

Uploaded by

jaychandraofficial
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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National Institute of Technology Calicut

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?

4. Explain the following through examples.

a) discrete random sequence.


b) continuous random sequence.
c) discrete random process.
d) continuous random process.

5. Is the autocorrelation of a random process the same as the correlation coefficient


of the process. Why?

6. Define a kth order stationary process. When will it becomes a Strong Sense
Stationary (SSS) process.

7. If X(t) is a SSS process, prove the following ;

a) E{X(t)} is a constant.

b) the joint pdf of X(t1 ) and X(t2 ) is a function of (t1 − t2 ).

8. Let X(t), t is even, be a sequence of independent random variables defined as


X(t) = +1 or −1 with equal probability of 1/2, and X(t) = X(t − 1) if t is odd,
where t is an integer.

a) Is the process first order stationary in distribution?


b) Is it second order stationary in distribution ?

9. Let X(t) = U sin(2πt) + V cos(2πt), where U and V are independent random


variables, each with mean 0 and variance 1.

a) Is X(t) strictly stationary? Justify.

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.

b) If θ = constant, will the ensemble mean of V (t) be time-independent?

13. In the fair-coin experiment, define the process X(t) as follows;


X(t) = sinπt, if head shows and
X(t) = 2t, if tail shows. Find (i) E{X(t)} and (ii) F (x, t) for t = 0.25, 0.5, 1.

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.

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