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RANDOM VARIABLES & STOCHASTIC PROCESSES

II B. TECH ECE (Autonomous)


2018-19 ACADEMIC YEAR (SEM-1)

SYLLABUS
UNIT I
THE RANDOM VARIABLE:
Definition of a Random Variable, Conditions for a Function to be a Random Variable, Discrete, Continuous and
Mixed Random Variables, Distribution and Density functions, Properties, Binomial, Poisson, Uniform, Gaussian,
Exponential, Rayleigh, Conditional Distribution, Conditional Density, Properties.

UNIT II
OPERATION ON ONE RANDOM VARIABLE – EXPECTATIONS:
Introduction, 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, Transformations of a
Random Variable: Monotonic Transformations for a Continuous Random Variable, Non-monotonic
Transformations of Continuous Random Variable.

UNIT III
MULTIPLE RANDOM VARIABLES:
Vector Random Variables, Joint Distribution Function, Properties of Joint Distribution, Marginal Distribution
Functions, Conditional Distribution and Density, Statistical Independence, Sum of Two Random Variables, Sum
of Several Random Variables, Central Limit Theorem: Unequal Distribution, Equal Distributions.

OPERATIONS ON MULTIPLE RANDOM VARIABLES:


Joint Moments about the Origin, Joint Central Moments, Jointly Gaussian Random Variables: Two Random
Variables case, N Random Variables case.

UNIT IV
RANDOM PROCESSES – TEMPORAL CHARACTERISTICS:
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, Nth-order and Strict-Sense Stationarity, Time Averages
and Ergodicity, Autocorrelation Function and its Properties, Cross-Correlation Function and its Properties,
Covariance Functions, Gaussian Random Processes, Poisson Random Process.

UNIT V
RANDOM PROCESSES – SPECTRAL CHARACTERISTICS:
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.

LINEAR SYSTEMS WITH RANDOM INPUTS:


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,
Spectral Characteristics of System Response: Power Density Spectrum of Response, Cross-Power Density Spectra
of Input and Output, Effective Noise Temperature, Average Noise Figure.

TEXT BOOKS:
1. Probability, Random Variables & Random Signal Principles, PeytonZ. Peebles, TMH, 4th Edition, 2001.
2. Probability, Random Variables and Stochastic Processes, Athanasios Papoulis and S.Unnikrisha, PHI, 4th
Edition, 2002.

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REFERENCES:
1 Probability theory, Applications and Random processes-C.Ibe
2 .Probability Theory and Stochastic Processes – B. PrabhakaraRao, Oxford University Press.
3. Statistical Theory of Communication, S.P.Eugene Xavier, New Age Publications, 2003
4. Probabilistic Methods of Signal & System Analysis, George R.Cooper, Clave D. McGillem, Oxford, 3rd
Edition, 1999.
5. Probability and Random Processes with Applications to Signal Processing, Henry Stark and John W.Woods,
Pearson Education, 3rdEdition
6. Random variables and stochastic processes, Dr.Y.Mallikarjuna Reddy

COURSE OBJECTIVES:
• To mathematically model the random phenomena with the help of probability theory concepts.
• To introduce the important concepts of random variables and stochastic processes.
• To understand the difference between time averages and statistical averages.
• To analyze the importance of correlation and spectral density.

• To introduce the types of noise and modelling noise sources.


• To analyze the LTI systems with stationary random process as input.

COURSE OUTCOMES:
After undergoing the course, students will be able to
CO-1. Find Probability distribution and density functions for Single and Multiple Random Variables
CO-2. Identify different types of random variables and compute statistical averages of these random
variables.
CO-3. Find Auto-correlation function of Random Processes and analyze the relationship between PSD and Auto-
correlation
CO-4. Estimate the characteristics of Noise in the Communication channels by analyze the LTI Systems in the
presence of Noise

CO-UNIT MAPPING:
UNIT-1 UNIT-2 UNIT-3 UNIT-4 UNIT-5
CO 1 3 3
CO 2 3 3
CO 3 3 3
CO 4 3

CO-PO MAPPING:
PO1 PO2 PO3 PO4 PO5 PO6 PO7 PO8 PO9 PO10 PO11 PO12
CO 1 3 3 1 1 - - - - - - - -
CO 2 3 3 1 1 - - - - - - - -
CO 3 3 3 1 1 - - - - - - - -
CO 4 3 3 2 1 2 - - - - - - 1

CO-PSO MAPPING:
PSO1 PSO2 PSO3
CO 1 - 1 -
CO 2 - 1 -
CO 3 - 1 -
CO 4 - 2 -

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PROGRAM OUTCOMES

PO No. PO Description

Apply knowledge of mathematics, science, Electronics & Communication engineering specialization


PO1 to solve the complex Electronics, Communication and allied engineering problems.
(Engineering knowledge)

Reach substantiated conclusions by identifying, formulating, surveying literature and analyzing


PO2
complex Electronics & Communication engineering problems. (Problem analysis)

Design solutions for complex Electronics & Communication Engineering systems to meet the needs
PO3 with due concern for cultural, societal and environmental considerations.
(Design/development of solutions)

Use domain knowledge and research methods for analysis and interpretation of data to arrive at valid
PO4
conclusions. (Conduct investigations of complex problems)

Use appropriate techniques, resources, modern engineering and ICT tools to model and simulate
PO5 complex Electronics & Communication engineering systems with an understanding of their
limitations (Modern tool usage)

Apply reasoning with background knowledge to assess societal, health, safety, legal and cultural
PO6 issues and the consequent responsibilities pertinent to the Electronics & Communications
Engineering practices.( The engineer and society)

Understand the impact of Electronics & Communications Engineering solutions on society and
PO7
environment needs for sustainable development. (Environment and sustainability)

Follow ethical principles and commit to professional ethics and responsibilities & norms of the
PO8
engineering practice (Ethics)

Contribute effectively as an individual, as a member or leader of intra and inter-disciplinary teams/


PO9
working environment.(Individual and team work)

Communicate effectively both in verbal and written forms with engineering community in particular
PO10
and with society at large. (Communication)

Apply the principles of engineering and management as a member and leader to manage projects in
PO11
multidisciplinary environment (Project management and finance)

Recognize the need and be able to pursue independent and life-long learning to keep abreast of
PO12
technological changes. (Life-long learning)

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Program Specific Outcomes (PSOs)
PSO No. PSO Description

PSO1 Design and prepare fabrication charts for integrated circuits in analog & digital domains based on
simulation tools including these for MOSFET technology.
Analyze various communication systems applicable for real time cases in domestic and industrial
fields& Control Systems and design & implementation of different types of filters to improve
PSO2 quality of the signals.

Explain and analyze the applications of EM & simulation techniques of antenna theory in the
PSO3 suitable frequency ranges required for signal transmission.

CONSOLIDATED LESSON PLAN


S.NO UNIT TOPIC MODE OF

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. TEACH
1. Introduction to RVSP, Its Course Outcomes PPT Presentation

2. Introduction to Probability : Introduction Chalk & Board

3. Definition of a Random Variable, Conditions for a Function to be a PPT Presentation


Random Variable
4. Discrete, Continuous and Mixed Random Variables PPT Presentation

5. UNIT-1 CDF and its Properties Chalk & Board

6. PDF and its properties Chalk & Board

7. Binomial, Poisson Random Variables Chalk & Board

8. Uniform, Gaussian Random Variables Chalk & Board

9. Exponential, Rayleigh Random Variables Chalk & Board

10. Conditional Distribution, Conditional Density, Properties Chalk & Board

11. Operations on One Random Variable- Expectation: Introduction Chalk & Board

12. Expected Value of a Random Variable Chalk & Board

13. Function of a Random Variable Chalk & Board

14. Moments about the Origin Chalk & Board


UNIT-2
15. Central Moments Chalk & Board

16. Variance and Skew Chalk & Board

17. Chebychev’s Inequality Chalk & Board

18. Characteristic Function Chalk & Board

19. Transformations of a Random Variable: Monotonic Transformations Chalk & Board


for a Continuous Random Variable
20. Non-monotonic Transformations of Continuous Random Variable Chalk & Board

21. Problems Chalk & Board

22. Multiple Random Variables: Vector Random Variables Chalk & Board

23. Joint Distribution Function -Properties Chalk & Board

24. Marginal Distribution Functions Chalk & Board

25. Conditional Distribution and Density Chalk & Board


UNIT-3
26. Statistical Independence Chalk & Board

27. Sum of Two Random Variables, Sum of Several Random Variables Chalk & Board

28. Central Limit Theorem: Unequal Distribution, Equal Distributions Chalk & Board

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29. Joint Moments about the Origin Chalk & Board

30. Joint Central Moments Chalk & Board

31. Jointly Gaussian Random Variables: Two Random Variables Chalk & Board

32. Jointly Gaussian Random Variables: N Random Variables case Chalk & Board

33. Problems Chalk & Board

34. Random processes – temporal characteristics: Introduction Chalk & Board

35. The Random Process Concept, Classification of Processes PPT Presentation

36. UNIT-4 Deterministic and Nondeterministic Processes Chalk & Board

37. Distribution and Density Functions Chalk & Board

38. Concept of Stationarity and Statistical Independence Chalk & Board

39. First-Order and Second- Order Stationary Processes Chalk & Board

40. Wide-Sense Stationarity, Nth-order and Strict-Sense Stationarity Chalk & Board

41. Time Averages and Ergodicity Chalk & Board

42. Autocorrelation Function and its Properties Chalk & Board

43. Cross-Correlation Function and its Properties Chalk & Board

44. Covariance Functions Chalk & Board

45. Gaussian Random Processes, Poisson Random Process.88 Chalk & Board

46. Random processes – spectral characteristics: Introduction Chalk & Board

47. The Power Spectrum: Properties Chalk & Board

48. Relationship between Power Spectrum and Autocorrelation Chalk & Board
Function
49. The Cross-Power Density Spectrum, Properties Chalk & Board

50. UNIT-5 Relationship between Cross-Power Spectrum and Cross-Correlation Chalk & Board
Function
51. Problems on PSD Chalk & Board

52. Linear Systems With Random Inputs: Introduction PPT Presentation

53. Random Signal Response of Linear Systems Chalk & Board

54. System Response – Convolution Chalk & Board

55. Mean and Mean-squared Value of System Response Chalk & Board

56. Autocorrelation Function of Response Chalk & Board

57. Cross-Correlation Functions of Input and Output Chalk & Board

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58. Spectral Characteristics of System Response: Power Density Chalk & Board
Spectrum of Response
59. Cross-Power Density Spectra of Input and Output Chalk & Board

60. Effective Noise Temperature Chalk & Board

61. Average Noise Figure Chalk & Board

CHAPTER WISE
COURSE OBJECTIVES & COURSE OUTCOMES

CHAPTER-1

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COURSE OBJECTIVES Able to know about random variable and its different types
Able to know about different distribution functions and their Properties

COURSE OUTCOMES Understand the importance of distribution and density functions

CHAPTER-2

COURSE OBJECTIVES To know how to perform mean and variance of random variable
Finding about characteristic function and moment generating function
Transformation of one random variable to another random variable.

COURSE OUTCOMES Finding mean and variances of random variable

To transform one form of random variable to another random variable

CHAPTER-3

COURSE OBJECTIVES Able to know about mean and variances of multiple random variables
Able to know about the joint distribution and marginal distribution functions

COURSE OUTCOMES Finding moments of multiple random variables


Finding conditional density and learning their properties

CHAPTER-4

COURSE OBJECTIVES Know about different types of random processes


Temporal characteristics of random processes

COURSE OUTCOMES Finding autocorrelation and cross-correlation


Finding ergodicity

CHAPTER-5

COURSE OBJECTIVES Comparison of auto correlation with power spectral density


Effect of random input on LTI systems
Finding the convolution and mean squared value of system responses

COURSE OUTCOMES Relating correlation and power spectrum densities


Modelling of different noise sources
Finding noise parameters for cascaded networks

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