MA1254 RANDOM PROCESSES

100

3 1 0

AIM
This course aims at providing the necessary basic concepts in random processes.
A knowledge of fundamentals and applications of phenomena will greatly help in t
he understanding of topics such a estimation and detection, pattern recognition,
voice and image processing networking and queuing.
OBJECTIVES
At the end of the course, the students would
Have a fundamental knowledge of the basic probability concepts.
Have a well
founded knowledge of standard distributions which can describe real
life phenomena.
Acquire skills in handling situations involving more than one random variable an
d functions of random variables.
Understand and characterize phenomena which evolve with respect to time in proba
bilistic manner.
Be able to analyze the response of random inputs to linear time invariant system
s.
UNIT I
PROBABILITY AND RANDOM VARIABLE
9 +3
Axioms of probability - Conditional probability - Total probability
Baye s theorem
- Random variable - Probability mass function - Probability density functionsProperties Moments - Moment generating functions and their properties.
UNIT II
STANDARD DISTRIBUTIONS
9 +3
Binomial, Poisson, Geometric, Negative Binomial, Uniform, Exponential, Gamma, We
ibull and Normal distributions and their properties - Functions of a random vari
able.
UNIT III
TWO DIMENSIONAL RANDOM VARIABLES
9 + 3
Joint distributions - Marginal and conditional distributions Covariance - Correl
ation and regression - Transformation of random variables - Central limit theore
m.
UNIT IV
CLASSIFICATION OF RANDOM PROCESSES
9 + 3
Definition and examples - first order, second order, strictly stationary, wide
s
ense stationary and Ergodic processes - Markov process - Binomial, Poisson and N
ormal processes - Sine wave process.
UNIT V
CORRELATION AND SPECTRAL DENSITIES
9 + 3
Auto correlation - Cross correlation - Properties
Power spectral density Cross s
pectral density - Properties Wiener-Khintchine relation
Relationship between cro
ss power spectrum and cross correlation function - Linear time invariant system
- System transfer function Linear systems with random inputs
Auto correlation and
cross correlation functions of input and output.
TUTORIAL
15
TOTAL : 60
TEXT BOOKS
1.
Ross, S., A First Course in Probability , Fifth edition, Pearson Education,
Delhi, 2002.
2.
Peebles Jr. P.Z., Probability Random Variables and Random Signal Principl
es , Tata McGraw-Hill Pubishers, Fourth Edition, New Delhi, 2002. (Chapters 6, 7 a

nd 8).

REFERENCES
1.
Henry Stark and John W. Woods Probability and Random Processes with Appli
cations to Signal Processing , Pearson Education, Third edition, Delhi, 2002.
2.
Veerarajan. T., Probabilitiy, Statistics and Random process , Tata McGraw-H
ill Publications, Second Edition, New Delhi, 2002.
3.
Ochi, M.K. , Applied Probability and Stochastic Process , John Wiley & Sons
, New York, 1990.