ECE 4th SEM MA6451 PROBABILITY AND RANDOM PROCESSES SYLLABUS REGULATION 2013

MA6451 PROBABILITY AND RANDOM PROCESSES SYLLABUS REGULATION 2013

UNIT I RANDOM VARIABLES

Discrete and continuous random variables – Moments – Moment generating functions – Binomial, Poisson, Geometric, Uniform, Exponential, Gamma and Normal distributions.

UNIT II TWO - DIMENSIONAL RANDOM VARIABLES

Joint distributions – Marginal and conditional distributions – Covariance – Correlation and Linear regression – Transformation of random variables.

UNIT III RANDOM PROCESSES

Classification – Stationary process – Markov process - Poisson process – Random telegraph process.

UNIT IV CORRELATION AND SPECTRAL DENSITIES

Auto correlation functions – Cross correlation functions – Properties – Power spectral density – Cross spectral density – Properties.

UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS

Linear time invariant system – System transfer function – Linear systems with random inputs – Auto correlation and Cross correlation functions of input and output.