Probability Theory and Stochastic Processes

PROBABILITY THEORY AND STOCHASTIC PROCESSES
III Semester: ECE

Course Code Category Hours / Week Credits Maximum Marks
L T P C CIA SEE Total
AECB08 Core
3 1 0 4 30 70 100
Contact Classes: 45 Tutorial Classes:15 Practical Classes: Nil Total Classes: 60

OBJECTIVES:
The course should enable the students to:
I. Give basic understanding of random signals and processing.
II. Utilization of Random signals and systems in Communications and Signal Processing areas.
III. Known the Spectral and temporal characteristics of Random Process.
IV. Learn the Basic concepts of Noise sources.
MODULE - I PROBABILITY & RANDOM VARIABLES Classes: 08
Probability introduced through Sets and Relative Frequency: Experiments and Sample Spaces, Discrete
and Continuous Sample Spaces, Events, Probability Definitions and Axioms, Joint Probability,
Conditional Probability, Total Probability, Bay’s Theorem, Independent Events.
Random Variables- Definition, Conditions for a Function to be a Random Variable, Discrete, Continuous
and Mixed Random Variable, Distribution and Density functions, Properties, Binomial, Poisson,
Uniform, Gaussian, Exponential, Rayleigh, Methods of defining Conditioning Event, Conditional
Distribution, Conditional Density and their Properties.
MODULE - II OPERATIONS ON SINGLE & MULTIPLE RANDOM VARIABLES Classes: 10
– EXPECTATIONS
Expected Value of a Random Variable, Function of a Random Variable, Moments about the Origin,
Central Moments, Variance and Skew, Chebychev’s Inequality, Characteristic Function, Moment
Generating Function, Transformations of a Random Variable - Monotonic and Non-monotonic
Transformations of Continuous and Discrete Random Variable, Vector Random Variables, Joint
Distribution Function and its Properties, Marginal Distribution Functions, Conditional Distribution and
Density – Point Conditioning, Conditional Distribution and Density – Interval conditioning, Statistical
Independence, Sum of Two and more Random Variables, Central Limit Theorem, Equal and Unequal
Distribution. Expected Value of a Function of Random Variables- Joint Moments about the Origin, Joint
Central Moments, Joint Characteristic Functions, Jointly Gaussian Random Variables: Two Random
Variables case, N Random Variable case, Properties, Transformations of Multiple Random Variables,
Linear Transformations of Gaussian Random Variables.
MODULE - III RANDOM PROCESSES – TEMPORAL CHARACTERISTICS Classes: 10
The Random Process Concept, Classification of Processes, Deterministic and Nondeterministic Processes,
Distribution and Density Functions, concept of Stationarity and Statistical Independence. First- Order
Stationary Processes, Second- Order and Wide-Sense Stationarity, (N-Order) and Strict-Sense
Stationarity, Time Averages and Ergodicity.
Mean-Ergodic Processes, Correlation-Ergodic Processes, Autocorrelation Function and Its Properties,

Cross-Correlation Function and Its Properties, Covariance Functions, Gaussian Random Processes,
Poisson Random Process. Random Signal Response of Linear Systems: System Response – Convolution,
Mean and Mean-squared Value of System Response, autocorrelation Function of Response, Cross-
Correlation Functions of Input and Output.
MODULE - IV RANDOM PROCESSES – SPECTRAL CHARACTERISTICS Classes: 08
The Power Spectrum: Properties, Relationship between Power Spectrum and Autocorrelation Function,
The Cross-Power Density Spectrum, Properties, Relationship between Cross-Power Spectrum and Cross-
Correlation Function. Spectral Characteristics of System Response: Power Density Spectrum of
Response, Cross-Power Density Spectrums of Input and Output.
MODULE - V NOISE SOURCES & INFORMATION THEORY Classes: 09
Resistive/Thermal Noise Source, Arbitrary Noise Sources, Effective Noise Temperature, Noise equivalent
bandwidth, Average Noise Figures, Average Noise Figure of cascaded networks, Narrow Band noise,
Quadrature representation of narrow band noise & its properties. Entropy, Information rate, Source coding:
Huffman coding, Shannon Fano coding, Mutual information, Channel capacity of discrete channel,
Shannon-Hartley law; Trade -off between bandwidth and SNR.
Text Books:
1. Probability, Random Variables & Random Signal Principles - Peyton Z. Peebles, TMH, 4th
Edition, 2001.
2. Principles of Communication systems by Taub and Schilling (TMH),2008
Reference Books:
1. Random Processes for Engineers-Bruce Hajck, Cambridge unipress, 2015
2. Communication Systems, 2E, R.P.Singh, S.D.Sapre.
3. Probability, Random Variables and Stochastic Processes – Athanasios Papoulis and S.
Unnikrishna Pillai, PHI, 4th Edition, 2002.
4. Probability, Statistics & Random Processes-K .Murugesan, P. Guruswamy, Anuradha
Agencies, 3rd Edition, 2003.
5. Signals, Systems & Communications - B.P. Lathi, B.S. Publications, 2003.
6. Statistical Theory of Communication – S.P Eugene Xavier, New Age Publications, 2003
Web References:
1. www.britannica.com/topic/probability-theory
2. www.math.uiuc.edu/~r-ash/BPT.html
3. https://www.ma.utexas.edu/users/gordanz/.../introduction_to_stochastic_processes.pdf
4. nptel.ac.in/courses/111102014/
5. http://vceece2k10.blogspot.in/p/semester-2-1.html
E-Text Books:
1. http://freecomputerbooks.com/mathProbabilityBooks.html
2. http://www.springer.com/in/book/9780387878584
3. http://www.e-booksdirectory.com/listing.php?category=15

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PROBABILITY THEORY AND STOCHASTIC PROCESSES

III Semester: ECE

Contact Classes: 45 Tutorial Classes:15 Practical Classes: Nil Total Classes: 60

Mean-Ergodic Processes, Correlation-Ergodic Processes, Autocorrelation Function and Its Properties,

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