Sie sind auf Seite 1von 6

# Preface

## Probability Theory and Random Processes is an introductory text book, to provide

detailed concepts of probability, random variables, and random processes for BE and B-Tech
Electronics Engineering, Electronics and Communication Engineering Electronics and
Telecommunication Engineering graduate students, who have a strong mathematical background,
and if some of the more theoretical sections are excluded by the instructor. The concepts, which
are covered in this text book, are very useful for the advanced courses like, Digital
Communications and Advanced digital Signal Processing etc. This book has several features:
One of the main objectives of this book is to provide the students a clear and logical
presentation of the basic concepts in a simple and lucid language.
Many examples are included to illuminate subtle points that are often overlooked or not
fully explained in basic textbooks. Each chapter also contains homework problems.
Provides an organized and broad coverage of the theory as well as of illustration of the
applications thereof.
Several appendices provide background material on related topics in mathematics and
signals and systems.
The book has eight chapters, starting with basic mathematical concepts needed for
understanding Probability theory, followed by fundamentals of Random Variables and Random
Processes and their applications.
The probability concepts through the set theory are introduced in Chapter1. Chapter 1
also provides in detailed about various probability concepts like Sample space, Events,
Conditional probability, Total probability and the Bayes theorem. A clear understanding of this
chapter helps the students

## to understand the concepts of random variables and random

processes.
Random variables are dened in Chapter 2, which includes a description of many wellknown (and not so well-known) continuous and discrete parametric families of distributions and
density functions. In this chapter, the important properties and applications of distribution and
density functions are also discussed.
i

Chapter 3 starts with the definition of expectation of a random variable and is extended to
functions of random variables. Moments, characteristic function, Conditional expectation and
several of their important properties are also discussed with proofs. Several techniques for
deriving the distributions of transformations of single random variable are also investigated.
Chapter 4 extends the single random variable theory to several random variables while
Chapter 5 defines operations with several random variables.
By extending the characterization of multiple random variables to be indexed by time, we
introduce random processes in Chapter 6. Various properties of a random process are covered,
such as independence, stationarity and ergodcity. Specic well-known random processes such as
the Poisson and Gaussian processes are developed and investigated.
The power spectral density of a random process is dened in Chapter 7, which is used to
describe the behavior of signals when processed (ltered) by a system and also provides various
properties of PSD.
Chapter 8 focuses on linear time-invariant systems, though some nonlinear processing is
mentioned. This Chapter also provides basic concepts of noise and its measurements.
Finally, the book closes with a number of appendixes that contain material helpful to the
student in the working examples.

ii

## This book is dedicated to my late mother

Smt. Laxmi Mergu and to my family Members

1.0 Introduction

6
iii

11

15

20

21

25

## 1.10 Total Probability and Bayes Theorem

25

Example Problems

31

Exercise Problems

44

48

2.0 Introduction

48

48

49

56

62

## 2.5 Conditional Distribution and Density Functions

79

Example Problems

81

Exercise Problems

93

95

3.0 Introduction

95

96

3.2 Moments

101

106

110

115

## 3.6 Transformations of a Discrete Random Variable

120

Example Problems

121

Exercise Problems

133
iv

135

4.0 Introduction

135

135

136

139

143

145

147

## 4.7 Central Limit Theorem

152

Example Problems

155

Exercise Problems

168

170

5.0 Introduction

170

170

171

175

## 5.4 Transformations of Multiple Random Variables

183

Example Problems

189

Exercise Problems

199

202

6.0 Introduction

202

202

205

211

223

6.5 Ergodicity

228

## 6.6 Gaussian and Poisson Random Processes

233

Example Problems

240

Exercise Problems

250
v

252

7.0 Introduction

252

252

258

262

263

267

## 7.6 Power Spectrum for Discrete-Time Processes and Sequences

270

Example Problems

273

Exercise Problems

387

289

8.0 Introduction

289

289

292

296

298

## 8.5 Modeling of Noise Sources

300

Example Problems

310

Exercise Problems

316

vi