Discrete and Continuous Random Variables – Moments – Moment generating functions–Binomial, Poisson, Exponential and Normal distributions.
Joint distributions –Marginal and conditional distributions – Covariance – Correlation and Regression.
Random Process – Stationary Process - Wide-sense stationary and Ergodic processes - Markov process – Markov Chain- Poisson Process.
Auto correlation – Cross correlation – Properties – Power spectral density – Cross spectral density – Properties –Wiener-Khintchine relation.
Linear time invariant system- System transfer function –Linear system with random inputs –Auto correlation and Cross correlation functions of input and output.
Reference Book:
1 Cooper. G.R and Mc Gillem. C.D., "Probabilistic Methods of Signal and System Analysis", 3rd Indian Edition, Oxford University Press, New Delhi, 2012. 2 Yates. R.D. and Goodman. D.J., "Probability and Stochastic Processes", 2nd Edition, Wiley India Pvt. Ltd., Bangalore, 2012. 3 Leon-Garcia, A, “Probability and Random Processes for Electrical Engineering”, Pearson Education Asia, Second Edition, 2007. 4 Scott Miller and Donald Childers, "Probability and Random Processes", 2nd Edition, Elsevier, 2012. 5 Herry Sark and John Woods, "Probability Statistics and Random Processes for Engineers", 4th Edition, Pearson, 2012.
Text Book:
1 Oliver C. Ibe, “Fundamentals of Applied probability and Random processes”, Elsevier, First Indian Reprint 2014. 2. Peebles Jr. P.Z., “Probability Random Variables and Random Signal Principles”, Tata McGraw-Hill Publishers, Fourth Edition, New Delhi, 2002.