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Previous year ECE MA2261 PROBABILITY AND RANDOM PROCESSES Question Papers/ Question Bank


Subject Code: MA2261

Subject Name: PROBABILITY AND RANDOM PROCESSES

Department: ECE

Semester: Fourth

Regulation :2008/2010/2012

Type: question paper/Question Bank

MA2261 PROBABILITY AND RANDOM PROCESSES Syllabus


UNIT I RANDOM VARIABLES 9 + 3
Discrete and continuous random variables – Moments - Moment generating functions
and their properties. Binomial, Poisson ,Geometric, Uniform, Exponential, Gamma and
normal distributions – Function of Random Variable.
UNIT II TWO DIMENSIONAL RANDOM VARIBLES 9 + 3
Joint distributions - Marginal and conditional distributions – Covariance - Correlation and
Regression - Transformation of random variables - Central limit theorem (for iid random
variables)
UNIT III CLASSIFICATION OF RANDOM PROCESSES 9 + 3
Definition and examples - first order, second order, strictly stationary, wide-sense
stationary and ergodic processes - Markov process - Binomial, Poisson and Normal
processes - Sine wave process – Random telegraph process.
UNIT IV CORRELATION AND SPECTRAL DENSITIES 9 + 3
Auto correlation - Cross correlation - Properties – Power spectral density – Cross
spectral density - Properties – Wiener-Khintchine relation – Relationship between cross
power spectrum and cross correlation function
UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS 9 + 3
Linear time invariant system - System transfer function – Linear systems with random
inputs – Auto correlation and cross correlation functions of input and output – white
noise.
LECTURES : 45 TUTORIAL : 15 TOTAL : 60 PERIODS

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