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Department of Electronics and communication Engineering
Course Handout
Date: 14.06.2010
Course Title Probability Theory and Stochastic Processes

1. Course description: In this course, the basic aim is to provide a strong background in probability theory,
complete knowledge in statistical methods and random processes, with adequate number of solved problems. The
concepts offer clear and concise coverage of the theories of probability, random variables, and random signals,
including the response of linear networks to random waveforms and noise, random signals.

2. Scope and Objective of the course: The need of knowledge of random process is encountered in every practical
communication system. The main objective of this subject is the tool for analyzing the information bearing signal
which contains a random interference component, noise. The mathematical discipline that deals with the statistical
characterization of random signals is Probability theory.

T1. 1. Probability, Random Variables & Random Signal Principles - Peyton Z. Peebles, TMH, 4th Edition, T2. 2.
Probability, Random Variables and Stochastic Processes – Athanasios Papoulis and S. Unnikrishna Pillai, PHI, 4th
Edition, 2002.
T3. 3Probability,Stastistics and Random Processes – K.Murugesan and P.Gurusamy

4. Reference books:
R1. 1. Communication Systems Analog & Digital – R.P. Singh and S.D. Sapre, TMH, 1995.
R2. 2. Probability and Random Processes with Application to Signal Processing – Henry Stark and John W.
Woods, Pearson Education, 3rd Edition.
R3. 3. Probability Methods of Signal and System Analysis. George R. Cooper, Clave D. MC Gillem,
Oxford, 3rd Edition, 1999.
R4. 4. Statistical Theory of Communication - S.P. Eugene Xavier, New Age Publications, 2003.
R5. 5. Signals, Systems & Communications - B.P. Lathi, B.S. Publications, 2003.

5.Course Plan:
Lec. Learning Objectives Topics to be covered References
1-10 PROBABILITY Probability introduced through Sets and Relative Ch 1 of T1, Ch
Frequency: Experiments and Sample 1 & 2 of T2, Ch
Spaces, Discrete and Continuous Sample Spaces, 1 of T3
Events, probability Definitions and Axioms,
Mathematical Model of Experiments, Probability
as a Relative Frequency, Joint Probability,
Conditional Probability, Total Probability, Bayes’
Theorem, Independent Events:
11-20 THE RANDOM VARIABLE Definition of a Random Variable, Conditions for a Ch 2 of T1,
Function to be a Random Variable, Discrete and Ch2 & 4 of T3
Continuous, Mixed Random Variable, Distribution
and Density functions, Properties, Binomial,
Poisson, Uniform, Gaussian, Exponential,
Rayleigh, Conditional Distribution, Methods of
defining Conditioning Event, Conditional Density,
21-31 OPERATION ON ONE Introduction, Expected Value of a Random Ch 3 of T1,Ch
RANDOM VARIABLE – Variable, Function of a Random Variable, 3 of T3
EXPECTATIONS Moments about the Origin, Central Moments,
Variance and Skew,
Chebychev’s Inequality, Characteristic Function,
Moment Generating Function, Transformations of
a Random
Variable: Monotonic Transformations for a
Continuous Random Variable, Nonmonotonic
Transformations of Continuous Random Variable,
Transformation of a Discrete Random Variable..
32-40 MULTIPLE RANDOM Vector Random Variables, Joint Distribution Ch 4 of T1,
VARIABLES Function, Properties of Joint Distribution, Marginal
Distribution Functions, Conditional Distribution
and Density – Point Conditioning, Conditional
Distribution and Density – Interval conditioning,
Statistical Independence, Sum of Two Random
Variables, Sum of Several Random Variables,
Central Limit Theorem, (Proof not expected).
Unequal Distribution, Equal Distributions.
41-50 OPERATIONS ON Expected Value of a Function of Random Ch 5 of T1
MULTIPLE RANDOM Variables: Joint Moments about the Origin, Joint
VARIABLES 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.
51-60 RANDOM PROCESSES – The Random Process Concept, Classification of Ch 6 of T1,Ch
TEMPORAL Processes, Deterministic and Nondeterministic 11 of T3
CHARACTERISTICS 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..
61-69 RANDOM PROCESSES – The Power Spectrum: Properties, Relationship Ch 7 of T1,Ch
SPECTRAL between Power Spectrum and Autocorrelation 11 of T3
CHARACTERISTICS Function, The Cross-Power Density Spectrum,
Properties, Relationship between Cross-Power
Spectrum and Cross-Correlation Function
70-78 LINEAR SYSTEMS WITH Random Signal Response of Linear Systems: Ch 8 of T1.
RANDOM INPUTS 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 Spectrums of
Input and Output, Band pass,
Band-Limited and Narrowband Processes,
Properties, Modeling of Noise Sources: Resistive
(Thermal) Noise Source, Arbitrary Noise Sources,
Effective Noise Temperature, Average Noise
Figures, Average Noise Figure
of cascaded networks.

6. Assignments: Comprises of Reading and/or Home assignments. Details will be announced in the class from time to
time and also will be uploaded in college website.

7.Evaluation scheme
EC Evaluation Duration Marks Date Time Venue
No Component minutes
MID-I Descriptive-1 90 10 Will be Announced later
Internal Quiz-1 30 2
Open Book Tests 30 2 (each) Continuous ---
(at the end of each =
unit) 4x2=8M
Online Quiz-1 20 20 Will be Announced later

MID-II Descriptive-2 90 10 Will be Announced later

Internal Quiz-2 30 2
Open Book Tests 30 2 (each) Continuous
(at the end of each =
unit) 4x2=8M
Online Quiz -2 20 20 Will be Announced later

08. Notices: Concerning the course will be displayed on Department Notice Board.