DEPARTMENT OF MATHEMATICS FACULTY OF ENGINEERING AND TECHNOLOGY SRM UNIVERSITY

MA0232-PROBABILITY AND RANDOM PROCESSES SEMESTER IV ACADEMIC YEAR: 2011-2012

LECTURE SCHEME / PLAN

The objective is to equip the students of Engineering and Technology, the knowledge of Mathematics and its applications so as to enable them to apply them for solving real world problems. The list of instructions (provided below) may be followed by a faculty relating to his/her own schedule includes warm- up period, controlled/free practice, and the respective feedback of the classes who handle. The lesson plan has been formulated based on high quality learning outcomes and the expected outcomes are as follows: Each subject must have a minimum of 56 hours, which in turn, 45 hours for lecture and rest of the hours for tutorials. The faculty has to pay more attention in insisting the students to have 95 % class attendance.

UNIT I : PROBABILITY AND RANDOM VARIABLES Lect. No. L.0.0 Cumulative hour(s) 1

Lesson schedule To refresh and enhance the prerequisite mathematical knowledge for the course Probability Theory Tutorial Random variables Moments Moment generating function Binomial Distribution Poisson Distribution Geometric Distribution

Learning outcomes To motivate the students for the course.

L1.1 L1.2 L1.3 L1.4 L1.5 L1.6 L1.7 L1.8

At the end of the unit, the student will be able to understand the basic probability concepts and the basic continuous distributions and should know how to work with them.

2 3 4 5 6 7 8 9 Page 1 of 5

L1.9 L1.10 L1.11 L1.12 L1.13 L1.14

Tutorial Exponential Distribution Normal Distribution Functions of random variables Tchebyshev inequality Tutorial

10 11 12 13 14 15

UNIT II : TWO DIMENSIONAL RANDOM VARIABLES L2.1 L2.2 L2.3 L2.4 L2.5 L2.6 L2.7 L2.8 Two Dimensional random variables Continuation of random variables 2-D 16 On completion of the unit,the student will be able to Understand the special discrete and continuous probability distributions and their main properties. 17 18 19 20 Understand the concepts of transformation of variables 21 22 23 Understand limit theorems in probabilities like central limit theorems and understand various types of convergence.

Tutorial Marginal and Conditional distributions Continuation of Conditional distributions Tutorial Transformation of Random variables Continuation of transformation of random variables Tutorial Central Limit Theorem Problems based on CLT Tutorial

L2.9 L2.10 L2.11 L2.12

24 25 26 27

UNIT III : RANDOM PROCESSES L3.1 L3.2 L3.3 L3.4 L3.5 L3.6 L3.7 L3.8 L3.9 L3.10 Classification of Random processes Stationary Process WSS and SSS processes Examples related to WSS and SSS processes Tutorial Poisson random process Problems based on Poisson random process Pure birth process Renewal process Tutorial At the end of the unit, student will be able to understand the definitions of the important stochastic processes used. In time series modeling, and the properties of those models. Define the auto covariance and autocorrelation functions for a time 28 29 30 31 32 33 34 35 36 37 Page 2 of 5

L3.11 L3.12

Markov chain and transition probabilities Tutorial

Series model. Define and explain what it means to say that a process is (weakly) stationary.

38 39

UNIT- IV : CORRELATION FUNCTIONS L4.1 L4.2 L4.3 L4.4 L4.5 L4.6 L4.7 L4.8 L4.9 Autocorrelation function Properties of autocorrelation functions Tutorial Cross Correlation function Properties of cross correlation functions Tutorial Linear system random inputs with On completion of the unit the student will be able to discuss and apply computation methods for random processes in linear systems 40 41 42 43 44 45 46 47 48

Continuation of the above Tutorial

UNIT- V : SPECTRAL DENSITY L5.1 L5.2 L5.3 L5.4 L5.5 L5.6 L5.7 L5.8 L5.9 L5.10 L5.11 L5.12 Power Spectral density function Properties of PSD function System in the form of convolution Tutorial Unit Impulse response of the system Einstein-WeinerKhinchine Relationship Problems on weinerkhinchine relationship Tutorial Cross power density spectrum Examples based on the above Properties of cpds Tutorial 49 50 At the end of the unit, the student will be able to Formulate and interpret the presentation and processing of signals in communication systems, evaluate different analogue and digital modulation and demodulation techniques and valuate the influence of noise on communications signals. 51 52 53 54 55 56 57 58 59 60

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TEXT BOOK: T. Veerarajan, Probability, Statistics and Random Processes, Tata McGraw - Hill Publishing Company Limited, New Delhi, 2004. (Unit -1 Chapter 1 Section 1.1- 1.25, Chapter 2 Section 2.1 - 2.20, Chapter 3 Section 3.1, 3.2, Chapter 4 Section 4.1, 4.2, 4.22, 4.36 Chapter 5 Section 5.1- 5.4, 5.6, 5.8, 5.38, 5.39, 5.44, 5.45, 5.53, Unit -II Chapter 2 Section 2.23 - 2.27, 2.31, Chapter 3 Section 3.5, Chapter 4 Section 4.45, 4.46, Unit - III Chapter 6 Section 6.2 - 6.5, 6.24 - 6.26, Chapter 7 Section 7.35, 7.46, 7.47, 7.49, 7.55, 7.56, Unit- IV Chapter 6 Section 6.22, 6.24, Unit - V Chapter 6 Section 6.36, 6.37, 6.42.)

REFERENCE: Trivedi, K. S, Probability and Statistics with reliability, Queuing and Computer Science Applications, Prentice Hall of India, New Delhi, 1984 WEB RESOURCES: For Unit-I: http://nptel.iitm.ac.in/courses/IITmadras/Principles_of_Communication1/ Pdfs/1_5.pdf http://www.stat.yale.edu/Courses/1997-98/101/ranvar.htm http://en.wikipedia.org/wiki/Random_variable http://en.wikibooks.org/wiki/Probability/Random_Variables http://www.youtube.com/playlist?list=PLD85E88483F782338 For Unit-II: http://www.maths.qmul.ac.uk/~hg/MTH4109/notes/chap10.pdf http://www.math.fsu.edu/~paris/Pexam/Joint,Marginal Distributions.pdf http://www.math.uiuc.edu/~r-ash/Stat/StatLec1-5.pdf http://www2.econ.iastate.edu/classes/econ671/hallam/documents/Transfor mations.pdf For Unit-III: http://walrandpc.eecs.berkeley.edu/126notes.pdf http://www.pma.caltech.edu/Courses/ph136/yr2004/book03/chap05/0205.1. pdf http://en.wikipedia.org/wiki/Poisson_process http://optics.nuigalway.ie/people/barrett/lecture_15.pdf and Conditional

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For Unit-IV: http://en.wikipedia.org/wiki/Correlation_function http://en.wikipedia.org/wiki/Cross-correlation http://wolfweb.unr.edu/~fadali/EE782/LinearSystemRandomInput.pdf For Unit-V: http://en.wikipedia.org/wiki/Spectral_density http://en.wikipedia.org/wiki/Wiener%E2%80%93Khinchin_theorem http://itee.uq.edu.au/~coms3100/Lecture%20Notes/lec07.pdf Internal marks Total: 50 Internal marks split up: Cycle Test 1: 10 Marks Cycle Test 2: 10 Marks Attendance: 5 marks Model Exam: 20 Marks Surprise Test: 5 marks

Dr.Bapuji pullepu,Ph.D., Assistant Professor(Sr.G)/Mathematics Course Coordinator, MA0232 Email: bupuji.p@ktr.srmuniv.ac.in

Prof. K. Ganesan, Ph. D., Prof. & Head /Mathematics Email:ganesan.k@ktr.srmuniv.ac.in hod.maths@ktr.srmuniv.ac.in Tel:+91-44-27452270 Extn: 2701

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