Probability – Axioms of probability– Conditional probability – Baye‘s theorem- Discrete and Continuous Random Variables – Moments – Moment generating functions–Binomial, Poisson, Uniform, Exponential and Normal distributions.
Joint distributions –Marginal and conditional distributions – Covariance –Correlation and Regression- Transformation of random variables- Central limit theorem (statement only).
Random Process –Classification of random process - Stationary Process - Wide-Sense Stationary Process - 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:
Cooper. G.R.andMcGillem. C.D., "Probabilistic Methods of Signal and System Analysis", 3rd Indian Edition, Oxford University Press, New Delhi, 2012 Yates. R.D. and Goodman.D.J., "Probability and Stochastic Processes", 2nd Edition, Wiley India Pvt. Ltd., Bangalore, 2012. Leon-Garcia, A, “Probability and Random Processes for Electrical Engineering”, Pearson Education Asia, Second Edition, 2007. Scott Miller and Donald Childers, "Probability and Random Processes", 2nd Edition, Elsevier, 2012. Herrry Sark and John Woods, "Probability Statistics and Random Processes for Engineers", 4 th Edition, Pearson, 2012.
Text Book:
Oliver C. Ibe, “Fundamentals of Applied probability and Random processes”, Elsevier, First Indian Reprint (2014). Peebles Jr. P.Z., “Probability Random Variables and Random Signal Principles”, TataMcGraw-Hill Publishers, Fourth Edition, New Delhi, 2002. .
