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    This document provides an overview of the course "Probability Theory and Random Processes". The course covers fundamental probability concepts like sample spaces, events, conditional probability and Bayes' theorem. It also covers random variables, probability distributions, reliability concepts and random processes. Key random processes discussed include Markov processes, Wiener processes, random telegraph signals and Poisson processes. Linear systems with random inputs are also covered. The relevant textbook is listed as "Probability, Statistics and Random Processes" by T. Veerarajan. Chapters 1, 2, 7, 8, 9, 10 from this book will be covered along with reference books on probability, random variables and stochastic processes.

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    This document provides an overview of the course "Probability Theory and Random Processes". The course covers fundamental probability concepts like sample spaces, events, conditional probability and Bayes' theorem. It also covers random variables, probability distributions, reliability concepts and random processes. Key random processes discussed include Markov processes, Wiener processes, random telegraph signals and Poisson processes. Linear systems with random inputs are also covered. The relevant textbook is listed as "Probability, Statistics and Random Processes" by T. Veerarajan. Chapters 1, 2, 7, 8, 9, 10 from this book will be covered along with reference books on probability, random variables and stochastic processes.

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    Download as doc, pdf, or txt
    74 views1 page

    PRP Syllabus

    Uploaded by

    aankuragrawal
    This document provides an overview of the course "Probability Theory and Random Processes". The course covers fundamental probability concepts like sample spaces, events, conditional probability and Bayes' theorem. It also covers random variables, probability distributions, reliability concepts and random processes. Key random processes discussed include Markov processes, Wiener processes, random telegraph signals and Poisson processes. Linear systems with random inputs are also covered. The relevant textbook is listed as "Probability, Statistics and Random Processes" by T. Veerarajan. Chapters 1, 2, 7, 8, 9, 10 from this book will be covered along with reference books on probability, random variables and stochastic processes.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOC, PDF, TXT or read online from Scribd
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    10B11MA411

    Probability Theory and Random Processes


    Lectures 3 Tutorials 1 Credits 4

    Probability: Random experiments, sample space, events. Three basic approaches to probability, combinatorial probability problems. Conditional probability, total probability theorem, Bayes theorem. Random variables: ne dimensional random variables !discrete and contin"o"s#, distrib"tion o$ a random variable !density $"nction and cd$#. %haracteristic $"nction o$ a random variable and its "tility. Bivariate random variable, joint, mar inal and conditional distrib!tions, joint characteristic "!nction, covariance and correlation. Probability #istrib!tions: &erno"lli, binomial, Poisson, ne'ative binomial, 'eometric distrib"tions. $ni"orm, e%ponential, normal, chi(s)"are, Raylei'h, 'amma, *arlan', beta, lo'istic, lo' normal and &eib!ll distrib!tions. Reliability' %oncept o$ reliability, reliability "!nction, ha(ard rate "!nction, mean time to "ail!re )MTT*+. Reliability o$ series, parallel, series(parallel, parallel( series systems. Random processes' +ntrod"ction. ,tatistical description o" random processes . ,ar-ov processes, processes .ith independent increments. /vera'e val"es o$ random processes. ,tationary )strict sense and -ide sense+ processes , and comp"tation o$ their avera'es. Random .al-, .iener process. 0emi(random tele'raph si'nal and random tele'raph si'nal process. Properties o" a!tocorrelation "!nction, .r odic processes. Po-er spectral density "!nction and its properties . 1inear systems .ith random inp"ts, system in the $orm o$ convol"tion. /a!ssian process, noise in comm"nication systems, .hite 2a"ssian noise, idea o$ $ilters. Poisson processes. Mar0ov chains and their TPM )transition probability matri%+. Te%t Boo0' Boo0' T. 3eerara4an. 5robability, 0tatistics and Random 5rocesses. Tata ,c2ra.(6ill. !Relevant Portions of Chapters 1, 2, 7, 8, 9, 8 & 10.# Re"erence Boo0s' 1. :. +. /"non ; 3. %handrase-har. +ntrod"ction to 5robability and Random 5rocesses. ,c2ra.(6ill +nternational *d. 2. 5apo"lis ; 0. <. 5illai. 5robability, Random 3ariables and 0tochastic 5rocesses. Tata ,c2ra.(6ill. 3. 0tar-, 6. and =oods, :.,.: 5robability and Random 5rocesses .ith /pplications to 0i'nal 5rocessin'

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