NATIONAL INSTITUTE OF TECHNOLOGY, ROURKELA

END SEMESTER EXAMINATION

SESSION: 2017-18, AUTUMN SEMESTER
Department: Electronics & Communication
Dept.Code: EC Course Code: EC-714 Course Name: Statistical Signal Theory
Full Marks: 50 Duration of Examination: 3 hours

This question paper contains eight

questions.
All questions are compulsory.
Figures at the right hand margin indicate marks
All parts of a question should be answered at one place
Q. No Question Marks

1 Consider a Markov Chain with probability transition matrix [P] with steady
state row vector π. Explain (i) under what condition π = π[P] have a
probability vector solution; (ii) under what condition π = π[P] have unique 3
probability vector solution; (iii) under what condition does each row of [Pn]
converge to a probability vector π, satisfying π = π[P].

For the Markov chain shown below,

3

(i) Find steady state probabilities π0, π1,… πk-1.

(ii) Find the limit of π0 and πk-1 as K approaches ∞. Also find the
limiting values of steady state probabilities for other states.

2 (a) Consider an IID sequence of binary trials with Pr(Xi = 1) = p1 and Pr(Xi =
0) = 1- p1. Compute expected time until the first occurrence of sequence (i) 01; 3
(ii) 101. Also draw Markov chain for the first occurrence of sequence 110011.

(b) Let λk be Eigen value of probability transition matrix [P] and let π(k) be
Eigen vector for λk.
(i) Show that for each component πj(k) of π(k) and for each n, 3
λkn πj(k) = Ʃi πi(k)Pnij
(ii) Further show that, | λk|n ≤ M , where is M total number of states in
Markov chain.
(iii) Also show | λk| ≤ 1.
3 (a) Use dynamic programming to compute shortest path from node 1, 2, 3, 4, 5
to node 4 in the directed graph shown below, where arcs are marked with their 3
lengths.

(b) A Poisson process is statistically characterized by joint density function of 3

arrival times, 0 < S1, S2, ……. Derive joint density function of arrival times by
defining (i) inter-arrival times; and (ii) counting process.

4 (a) Suppose a car enters a one-way infinite length, infinite lane highway at
Poisson rate λ. The ith car to enter chooses a velocity Vi and travels with this
velocity. Assume that Vi’s are independent positive random variables having 3
common distribution F. Derive distribution of the number of cars that are
located in an interval (0, a) at time t.

(b) Consider two independent Poisson process of rate λ1 and λ2. Let S1k and S2j
be the kth and jth arrival times for the two processes. Compute the following
probabilities: (i) Pr(S1k = S2j); (ii) Pr(S1k < S2j); and (iii) Pr(S1k > S2j). 3

5 (a) Discuss following related to probability theory: 3

(i) Markov Inequality; (ii) Chebyshev Inequality; (iii) Chernoff Bound

(b) Derive PMF of Geometric and Binomial density function considering an 3

example of Bernoulli density function.

6 (a) Suppose X has the Poisson PMF, pX(n) = λnexp(-λ)/n! for n ≥ 0 and Y has
the Poisson PMF pY(n) = μnexp(-μ)/n! for n ≥ 0. Assume that X and Y are 3
independent. Show that Z = X + Y is a Poisson random variable; Also compute
conditional distribution on Y conditional on Z = n.

(b) A certain meter is designed to measure small dc voltages but makes errors 3
because of noise. The errors are accurately represented as a Gaussian random
variable with mean zero and standard deviation 10-3V. When the dc voltage is
 disconnected it is found with probability 0.5 that meter reading is positive due
to noise. With the dc voltage present, this probability becomes 0.2514. What is
the dc voltage? You can leave answer in terms of Q function.

7 The data packets arrive at a given router according to a Poisson process of rate
λ = 100 packets per second. The packets are routed to independently to either 10
of the two servers A and B each with probability 1/3 and 2/3, respectively.
Assume that the packets start arriving at reference time 0 and then continue
indefinitely.
(a) Conditional on 1000 packets arriving during the first minute after reference
time 0, find probability that server A processes n of those packets.
(b) Again conditional on 1000 packets arriving during first one minute, find
probability that server A processes n packets in first 15 seconds after the
reference time.
(c) Let T be the epoch of the arrival of the first packet processed by server A;
find density of T.
(d) Find PMF of number of packets processed by server B who arrive before
the first packet processed by server A.
(e) Define nth packet as reversal if nth packet is processed by different server
than the (n-1)th packet. For example, in the sequence of following processed
packets AABAABB, the third, fourth, and sixth packet processing are in
reversal. Let N(t) be number of reversals up to time t (t in seconds). Discuss
distribution of N(t).
(f) Find expected time between reversals.
(g) Find probability density of the time between reversals.
(h) Find density of time from one A to B reversal to the next A to B reversal.

8 Let X be a Gaussian random variable with mean μx and variance σx2. If X is

transformed to new random variable Y = a + bex, where a and b is real 4
constant, find the density function of Y.