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Unit 3
Unit 3
E( X 2 (8)) A & E(X 2 (5)) = A E( X (8)X (5)) Rxx (8,5) A.e -3α .
Now second order moment of {X (8) - X (5)} is given by
E( X (8) - X (5))2 = E(X 2 (8) + X 2 (5) - 2X (8) X (5))
= E( X 2 (8)) + E( X 2 (5)) - 2E( X (8)X (5))
= A + A - 2Ae -3α = 2A(1 - e -3α)
12.Verify whether the sine wave process {X (t)} , where X (t) Y cosωt where Y is
uniformly distributed in (0,1) is a SSS process.
Sol: F ( x) P( X (t ) x) P(Y cos t x)
1 2sin(0t ) 1
E X (t )
2
4 2 2
15. When is a random process said to be ergodic? Give an example
Answer: A R.P {X(t)} is ergodic if its ensembled averages equal to appropriate time
averages. Example: X (t) = Acos(ω t +𝜃) mean ergodic.
Sol: Yes it is irreducible since each state can be reached from any other state
0 1 0
15. Prove that the matrix P = 0 0 1 is the tpm of an irreducible Markov chain
1/2 1/2 0
0 0 1 1/2 1/2 1
2
Sol: P = 1/2 1/2 0
P = 0 1/2 1/2
3
28.The no of arrivals at the reginal computer centre at express service counter between
12 noon and 3 p.m has a Poison distribution with a mean of 1.2 per minute. Find
the probability of no arrivals during a given 1-minute interval.
Sol:
e 1.2t .(1.2t ) n
P ( X (t ) n) , n 0,1, 2...
n!
P ( X (1) 0) e 1.2 0.3012.
35. For the sine wave process X (t) Y cos t, t where = constant, the amplitude
Y is a random variable with uniform distribution in the interval 0 and
1.check wheather the process is stationary or not.
Sol: f ( y ) 10 0<y<1
Otherwise
1 1
E ( X (t )) 1.Y cos t cos t ydy cos t. (a function of t)
0 0
39. If {X(t)} is a Gaussian process with (t) = 10 and C(t1,t2) = 16e |t1 t2 | Find P{X(10) 8}.
Answer:
X (10) 10 and Var[ X (10)] C(10,10) 16
X (10) 10
P[ X (10) 8] P 0.5 P[ Z 0.5] 0.5 P[ Z 0.5] 0.5 0.1915 0.3085
4
t t
40. If {X(t)} is a Gaussian process with (t ) 10 and C(t1 , t2 ) 16e 1 2 , Find the mean
and variance of X(10) – X(6)
Answer:
X(10)-X(6) is also a normal R.V with mean (10) - (6) = 0 and
Var[X (10) - X (6)] = var{X (10)} + var{X (6)} - 2 cov{X (10), X (6)}
= C(10,10) + C(6,6) - 2C(10,6) = 16 + 16 - 2 x 16e -4 = 31.4139