16EC206

II Year II Semester
16EC206 PROBABILITY THEORY AND

STOCHASTIC PROCESSES
Hours Per Week :

L T P C
3 1 - 4
Course Description and Objectives:

This course deals with the quantifying of randomly varying parameters that are prevalent in
real life situations. The objective of the course is to enable the student to learn probability
theory and random variables, gain knowledge of multiple random variables, conditional
expectation, independence of random variables, analysis of random processes and
applications in the communication systems.
Course outcomes:
Upon successful completion of this course, students should be able to:
CO1: Understands the basics of probability, sample space, events, statistics and apply them
to real life problems.
CO2: Distinguish probability density and distribution functions for single and multiple random
variables.
CO3: Calculate the statistical parameters for random variables.
CO4: Analyze the concept of random process along with its parameters.
CO5: Estimate the correlation, covariance and PSD for random processes.
CO6: Analyze the response of linear systems to random inputs.
SKILLS:
! Formulate, analyze and validate models applicable to practical problems.
! Use the probability, moment generating functions and characteristic functions.
! Know the multivariate normal law and how to operate jointly with Gaussian random
variables.
! Identify the different modes of convergence of sequences of random variables as well
as the precise meaning of the laws of large numbers and the central limit theorem.
! Identify probability models based on the theoretical results presented in the course.
VFSTR UNIVERSITY 58
Probability Theory and Stochastic Processes
UNIT - 1 L-9,T-3
PROBABILITY THEORY AND PROBABILITY STATISTICS: Mean, Median, Mode and Standard ACTIVITIES:
deviation, Correlation and regression analysis, Introduction to probability, Joint probability, Conditional
probability, Total probability, Bayes’ theorem, Bernoulli trails and independent events. o Verify that sum
of two random
UNIT - 2 L-9,T-3
variables is
THE RANDOM VARIABLE AND OPERATIONS ON RANDOM VARIABLES: Definition of a random Gaussian.
variable, Conditions for a function to be a random variable, Classifications of random variables,
Density and distribution functions, Properties of random variables, Binomial, Poisson, Uniform, o Write MATLAB
Gaussian, Exponential, Rayleigh, Conditional distribution, Methods of defining conditioning event, code for finding
Conditional density and distribution functions, Properties, Operations on Random variables - total probability.
Introduction, Expected value of a random variable, Function of a random variable, Moments about
o Find
the origin, Central moments, Variance, Chebychev’s inequality, Characteristic function, Moment
Expectation,
generating function, Monotonic transformations for a continuous and discrete random variables.
variance and
UNIT - 3 L-8,T-3 standard
deviation with
MULTIPLE RANDOM VARIABLES : Vector random variables, Joint distribution function and its
the help of
properties, Marginal distribution functions, Conditional distribution and density, Statistical
MATLAB for
independence, Sum of two Random variables, Central limit theorem.
UNIT - 4 L-8,T-3 (a) any
random data.
RANDOM PROCESSES: Temporal characteristics, Random process concept, Classification of
processes, Distribution and density functions, Concept of stationary and statistical independence, (b) any
Wide sense stationary, Time averages and ergodicity, Autocorrelation function and its properties, continuous
Cross correlation function and its properties, Gaussian random processes, Poisson random process, random
Relation between power spectral density and autocorrelation. variables.
UNIT - 5 L-11,T-3 (c) any

discrete
LINEAR SYSTEMS WITH RANDOM INPUTS: Random signal response of linear systems, System
random
response – Convolution, Mean and Mean square value, Autocorrelation function; Cross-correlation
variables.
functions of input and output, Spectral characteristics of system response, Power density spectrum
of response, Cross-power density spectrums of input and output, Modeling of noise sources - Resistive o Find Auto
(thermal) noise source, Arbitrary noise sources, Effective noise temperature, Average noise figures, Correlation
Average noise figure of cascaded networks. Function and
Cross
TEXT BOOKS: Correlation
1. Peyton Z. Peebles, “Probability, Random Variables and Random Signal Principles”, 4th edition, function for any
Tata McGraw-Hill, 2001. two random
variables.
2. Athanasios Papoulis and S. Unnikrishnan Pillai, “Probability, Random Variables and
Stochastic Processes”, 4th edition, PHI, 2002. o Plot density
and distribution
REFERENCE BOOKS: function for any
random data.
1. R.P. Singh and S.D. Sapre, “Communication Systems Analog and Digital”, 2nd edition, Tata
McGraw Hill, 2009.
2. Henry Stark and John W. Woods, “Probability and Random Processes with Application to
Signal Processing”, 3rd edition, Pearson Education, 2009.
3. S.P. Eugene Xavier, “Statistical Theory of Communication”,1st edition,
New Age Publications, 2003.
4. George R. Cooper and Clave D. MC Gillem, “Probability Methods of Signal and System
analysis” 3rd edition, Oxford, 1999.
5. Y.Mallikarjuna Reddy, “Probability Theory and Stochastic Process” 4th edition, Universities
press, 2015.
VFSTR UNIVERSITY 59

16EC206

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II Year II Semester

16EC206 PROBABILITY THEORY AND

Hours Per Week :

Course Description and Objectives:

UNIT - 5 L-11,T-3 (c) any

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