Rev No 0 Dated: 01.01.

04

MA 330 Course Outline

Credit Hours: 3-0

Page 1 of 1 pages

Stochastic Processes I Spring 2011

Text Book :Random ignals: Dete!tion" #stimation and Data $nal%sis" &% '. am (anmugan and $rt(ur ). &reipo(l* +o(n ,ile% - ons" 1.//. Pro0a0ilit%" Random 1aria0les and to!(asti! Pro!esses" 0% $ Papoulis" )!2ra3 Hill" 3rd #dition" 1..1. Reference:$pplied Pro0a0ilit% and to!(asti! Pro!esses 0% )i!(el ' O!(i" ,ile% eries" 1..4. Pro0a0ilit% - Random Pro!esses for #le!tri!al #ngineering" &% $.5eon 2ar!ia" $ddison-,esle%" Reading )$" 1./.. Course Description:6(is !ourse introdu!es t(e pro0a0ilit% t(eor%" a7ioms of pro0a0ilit% and t(e !on!ept of random varia0les. 6(e pdf*s and !df*s of random varia0les" t(eir 8oint distri0utions and transformations are dis!ussed. 6(e main topi!s !overed are tationar% - Non-stationar% of pro!esses. Pre-re uisite:- Pro0a0ilit% - tatisti!s !ra"in# Po$ic%:- 9nternal: 30: #7ternal: ;0:
&eek-'ise Break"o'n &eek 1 4 Topics ( Acti)ities 9ntrodu!tion to a7iomati! and !lassi!al definition of pro0a0ilit%" Pro0a0ilit% !on!epts" sample spa!es" et 6(eor%" et notation and asso!iated alge0ra" &asi! la3s of pro0a0ilit% +oint and !onditional pro0a0ilit%" 6otal pro0a0ilit% and &a%es t(eorem" Notion of independen!e of events" $ppli!ations of &a%es t(eorem for dete!tion pro0a0ilit% in !ommuni!ation s%stems. Com0ined e7periments and Cartesian produ!ts" &ernoulli trials and &inomial distri0ution" $ppro7imations to 0inomial distri0ution" Poisson t(eorem and its use in !ertain simplif%ing !ases $nal%sis of &inar% %mmetri! Digital !(annel 3it( 0inomial distri0ution" Pro0a0ilit% of error for PC) lin=s and lin=s in tandem" 9n!reased relia0ilit% t(roug( redundant data transmission and resulting error pro0a0ilit%. Random varia0les" Pro0a0ilit% distri0ution fun!tions and !umulative distri0ution fun!tions" >niform distri0ution and its CD?" Dis!rete and !ontinuous random varia0les. #7pe!ted value" varian!e fun!tion and generali@ed moments of a random varia0le 2aussian distri0ution of a single random varia0le" Cal!ulation of pro0a0ilities from integration ta0les" Numeri!al e7amples of pro0a0ilit% of a !ertain event using univariate 2aussian distri0ution. ; / Dete!tion of signals in ,(ite 2aussian Noise B,2NC" )a7imum li=eli(ood !ommuni!ation re!eivers and t(res(old dete!tion" >se of 2aussian fun!tions for !al!ulating 0it error pro0a0ilit%" ignal to Noise ratio and error pro0a0ilit% in !ommuni!ation s%stems" um of random varia0les and resulting pro0a0ilit% distri0ution 63o random varia0les and 8oint distri0ution fun!tions" 8oint and marginal pdfs" C(e0%s(ev*s ineDualit% and t(e Central 5imit t(eorem Random varia0les to Random pro!esses" tatisti!al and #nsem0le averages $uto!orrelation fun!tion of a random pro!ess" properties of auto!orrelation fun!tions" Classifi!ation of random pro!esses" Non-stationarit% of sto!(asti! pro!esses" stationarit%" stri!t-sense stationarit%" 3ide-sense stationarit%" e7amples. 6ime averaging and ergodi!it%" statisti!al averages" time Bor sampleC averages 4.3.1 4.3.A 14 1< 1A Relational model of sto!(asti! pro!esses s(o3ing interrelations(ip 0et3een various t%pes" estimation t(eor%" goodness tests of an estimator" !onsisten!% and un0iasedness. Re!ap *n" Se+ester *xa+ <.4.1 <.4.<" <.3 4./ 3.4.1 3.4.< 3.3 - 3.4 3.< 3.A.1 3.A.< 3./ - notes 4.4.4 4.A - 4.; Chapter 4.4.4 4.4.< 4.3 - 4.4" notes

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