COURSE SUMMARY
Course Title: 
Probability and Random Processes
Course Code: 
15MAT213
Year Taught: 
2015
Semester: 
4
Type: 
Foundation Core
School: 
School of Engineering
Campus: 
Bengaluru
Chennai
Coimbatore
Amritapuri

'Probability and Random Processes' is a course offered in the fourth semester of B. Tech. programs at School of Engineering, Amrita Vishwa Vidyapeetham.

Unit 1

Review of probability concepts - conditional probability - Bayes theorem

Random Variable and Distributions: Introduction to random variable – discrete and continuous random variables and its distribution functions - mathematical expectations – moment generating function and characteristic function - Binomial, Poisson, Geometric, Uniform, Exponential, Normal distribution functions (moment generating function, mean, variance and simple problems) – Chebyshev’s theorem.

Unit 2

Random processes: General concepts and definitions - stationarity in random processes - strict sense and wide sense stationary processes - autocorrelation and properties - special processes – Poisson points, Poisson and Gaussian processes and properties.

Unit 3

Systems with stochastic inputs - power spectrum- spectrum estimation, ergodicity –Markov process and Markov chain, transition probabilities, Chapman Kolmogrov theorem, limiting distributions classification of states.

TEXTBOOKS

  1. Douglas C. Montgomery and George C. Runger, Applied Statistics and Probability for Engineers, (2005) John Wiley and Sons Inc.
  2. A. Papoulis, and Unnikrishna Pillai, “Probability, Random Variables and Stochastic Processes”, Fourth Edition, McGraw Hill, 2002.

REFERENCES

  1. J. Ravichandran, “Probability and Random Processes for Engineers”, First Edition, IK International, 2015
  2. Scott L. Miller, Donald G. Childers, “Probability and Random Processes”, Academic press, 2012.