NIT Delhi Syllabus Probability Theory & Stochastic Processes

 

NIT Delhi Syllabus

Probability Theory & Stochastic Processes

 

 

 

PROBABILITY THEORY & STOCHASTIC PROCESSES

Probability: probability through sets, joint and conditional probability , bayes theorem. random variable:

definition, distribution function, density function, gaussian uniform, rayleigh distributions.  operations on

one random variable: expectation, moments, characteristic function, transformations of a random

variable.  multiple random variables: joint distribution joint density, conditional distribution & density.

operations on multiple random variables: joint moments, transformations of  multiple random variables.

random processes: time averages & ergodicity , auto correlation & cross correlation functions, properties.

spectral characteristics of random processes: power density spectrum and it’s properties, bandwidth.

linear systems with random inputs: random signal response , auto correlation functions of the response,

cross correlation functions of input and output, power density spectrum of the response.

Books:

1. Probability, Random Variables & Random Signal Principles, PZ PEEBLES JR., MGH, 3/e, 2003

2. Probability, Random Variables & Random Signal Principles, A PAPOULIS., MGH, 3/e, 2003

3. Probability, Random Variables & Random Signal Principles, STARK et al, Pearson, 2002

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