V R Siddhartha Engineering College (Autonomous): Vijayawada

E C E Department

Class B Tech Regulation VR23

Subject Code 23ES4102A Year & Semester 2nd Year, IV-Semester
Title of the Subject RANDOM VARIABLES AND STOCHASTIC PROCESSES

Micro level Syllabus

Chapter/
Text Page
S.No Topic Section
Book No.
No.
UNIT-I
Random Variables
1. The Random Variable Concept T1 2.1 41
Definition of a Random Variable T1 41
Conditions for a Function to be a Random Variable T1 43
Discrete and Continuous Random Variables T1 43
Mixed Random Variable T1 44
2. Distribution Function T1 2.2 44
3. Density function T1 2.3 47
Properties of Density Functions T1 49
4. Gaussian Random Variable T1 2.4 51
5. Q Function T1 53
6. Other Distribution and Density Examples T1 2.5 54
Binomial T1 55
Poisson , Uniform T1 56
Exponential T1 57
Rayleigh T1 59
7. Conditional Distribution and Density Functions T1 2.6 60
Conditional Distribution T1 60
Properties of Conditional Distribution T1 60
Conditional Density T1 61
Properties of Conditional Density T1 61
Operations on One Random Variable
8. CExpectation T1 3.1 77
Expected Value of a Random Variable T1 78
Expected Value of a Function of a Random Variable T1 79
Conditional Expected Value T1 80
9. MMoments T1 3.2 81
Moment about Origin T1 81
Central Moments T1 81
Variance and Skew T1 82
10. Functions that give Moments T1 3.3 84
Characteristic Function T1 84
Moment Generating Function T1 85
11. Transformations of a Random Variable T1 3.4 87
Monotonic Transformation of a Continuous T1 87
Random variable
Nonmonotonic Transformation of a Continuous T1 90
Random variable
UNIT-II
Multiple Random Variables
12. Vector Random Variables T1 4.1 108
13. Joint Distribution and its Properties T1 4.2 109
Joint Distribution Function T1 109
Properties of the Joint Distribution Function T1 111
Marginal Distribution Function T1 112
14. Joint Density and its Properties T1 4.3 113
Joint Density Function T1 113
Properties of the Joint Density T1 114
Marginal Density Functions T1 115
15. Conditional Distribution and Density T1 4.4 116
Conditional Distribution and Density – Point T1 116
Conditioning
Conditional Distribution and Density – Interval T1 119
Conditioning
16. Statistical Independence T1 4.5 121
17. Distribution and Density of Sum of Random T1 4.6 122
Variables
Sum of Two Random Variables T1 122
Sum of Several Random Variables T1 125
18. Central Limit Theorem (Proof not expected) T1 4.7 125
Operations on Multiple Random Variables
19. Expected Value of a Function of Random Variables T1 5.1 141
Joint Moments about the Origin T1 143
Joint Central Moments T1 144
20. Joint Characteristic Functions T1 5.2 146
21. Jointly Gaussian Random Variables T1 5.3 148
Two Random Variables T1 149
N Random Variables T1 151
Some Properties of Gaussian Random Variables T1 152
UNIT-III
Random Processes – Temporal Characteristics
22. Random Process Concept T1 6.1 179
Classification of Processes T1 181
Deterministic and Nondeterministic Processes T1 184
23. Stationarity and Independence T1 6.2 185
Distribution and Density Functions T1 185
Statistical Independence T1 186
First-Order Stationary Processes T1 186
Second-Order and Wide-Sense Stationarity T1 187
N-Order and Strict-Sense Stationarity T1 188
Time Averages and Ergodicity T1 189
Mean-Ergodic Processes T1 190
Correlation-Ergodic Processes T1 193
24. Correlation Functions T1 6.3 194
Autocorrelation Function and Its Properties T1 194
Cross-Correlation Function and Its Properties T1 196
Covariance Functions T1 198
25. Gaussian Random Processes T1 6.5 201
Random Processes - Spectral Characteristics
26. Power Density Spectrum and its properties T1 7.1 220
Power Density Spectrum T1 221
Properties of the Power Density Spectrum T1 224
 Bandwidth of the Power Density Spectrum T1 225
27. Relationship between Power Spectrum and Auto T1 7.2 227
Correlation Function
28. Cross-Power Density Spectrum and its properties T1 7.3 230
The Cross-Power Density Spectrum T1 231
Properties of the Cross-Power Density Spectrum T1 233
29. Relationship between Cross-Power Spectrum and T1 7.4 234
Cross-Correlation Function
Linear system with random inputs
30. Linear system Fundamentals T1 8.1 270
The General Linear System T1 271
Linear Time-Invariant Systems T1 272
Time-Invariant System Transfer Function T1 272
Idealized Systems T1 274
Causal and Stable Systems T1 274
31. Random signal response of linear systems T1 8.2 276
System Response - Convolution T1 276
Mean and Mean Squared Value of System Response T1 276
Autocorrelation Function of Response T1 278
Cross-Correlation Functions of Input and Output T1 278
32. Spectral characteristics of system response T1 8.4 280
Power Density Spectrum of Response T1 280
Cross- Power Density Spectrums of Input and T1 282
Output
UNIT-IV
Noise
33. Shot Noise T2 13.1 540
34. Thermal Noise T2 13.2 549
35. Noise Calculations: Single Noise Source T2 13.3 551
36. Multiple Sources: Superposition of Power Spectra T2 13.4 553
37. Noise Calculations in Passive Circuits T2 13.5 557
38. Equivalent Noise Bandwidth T2 13.6 560
39. Noise Figure of an Amplifier T2 13.7 561
40. Power Density and Available Power Density T2 13.8 572
41. Effective Noise Temperature T2 13.9 573
42. Noise Figure in Terms of Available Gain T2 13.10 574
43. Cascaded Stages T2 13.11 577

Designation Name in Capitals Signature with Date

Course Coordinator Dr. P. SARAH SUHASINI
Program Coordinator Dr. M. PADMAJA
Head of the Department Dr. D. VENKATA RAO