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ECN-505 Random Variables - 152 - 161

The document discusses the white noise process and its power spectral density (PSD), emphasizing the importance of integrating over frequencies below the Nyquist limit. It also introduces the Poisson process as a widely used counting method for random events, providing examples such as bus arrivals and car accidents. Additionally, it presents the probability mass function of the Poisson process and includes example problems related to customer arrivals and earthquake occurrences.

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10 views10 pages

ECN-505 Random Variables - 152 - 161

The document discusses the white noise process and its power spectral density (PSD), emphasizing the importance of integrating over frequencies below the Nyquist limit. It also introduces the Poisson process as a widely used counting method for random events, providing examples such as bus arrivals and car accidents. Additionally, it presents the probability mass function of the Poisson process and includes example problems related to customer arrivals and earthquake occurrences.

Uploaded by

princes
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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Example

Example: The white noise process {Z[n]}


To check that we calculated the PSD correctly, we can integrate it over “all” frequencies
and make sure that it matches the expected power that we obtain by evaluating the
autocorrelation function at 0
• Because this is a discrete-time signal, we only integrate over frequencies
below the Nyquist limit,

Extending above example via LTI system:


Let’s pass {Z[n]} through a filter with impulse response
Find the expected output power?
Poisson Process

• The Poisson process is one of the most widely used counting processes.
• It is usually used in scenarios where we are counting the occurrences of certain
events that appear to happen at a specific rate but entirely at random.
• For example, suppose that from a dataset, we know that a bus arrives at a
particular station at a rate of 3 per hour.
• The timings of the bus are completely random. Thus, we conclude that the Poisson
process might be a good model for counting the arrival of the bus. In practice, the
Poisson process or its extensions have been used to model following cases:

 The number of car accidents at a site or in an area;


 The location of users in a wireless network;
 The requests for individual documents on a web server;
 The outbreak of wars/disease;
 Photons landing on a photodiode.
Sample function of Poisson Process [0,∞) is given
below:

The probability Mass function of the Poisson counting process is given as:

We can note that it is the PMF of a Poisson random variable with mean λt, which is
also called intensity is given as:
Examples
1. The number of customers arriving at a grocery store can be modeled by a Poisson
process with intensity λ=10 customers per hour.
a. Find the probability that there are 2 customers between 10:00 and 10:20.
b. Find the probability of 3 customers between 10:00 and 10:20 and 7 customers
between 10:20 and 11.00 am.
Solution

Example: In a earthquake prone area, the intensity of earth quake happening is 6


earthquakes in a month.
What is probability of having maximum 2 earth quakes in 3 months.
What is probability of having more than 2 earthquake in 3 months.
What is probability of having no earthquake in 3 months.

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