(53019) PROBABILITY THEORY AND STOCHASTIC PROCESSESUnit I: Probability

Probability introduced through Sets and Relative Frequency, Experiments and Sample Spaces, Discrete
andContinuous Sample Spaces, Events, Probability Definitions and Axioms, Mathematical Model of
Experiments,Probability as a Relative Frequency, Joint Prob
ability, Conditional Probability, Total Probability, Bayes Theorem,
Independent Events.
Unit II: Random Variable
Definition of a Random Variable, Conditions for a Function to be a Random Variable, Discrete, Continuous andMixed
Random Variables, Distribution and Density functions and their Properties - Binomial, Poisson, Uniform,Gaussian,
Exponential, Rayleigh and Conditional Distribution, Methods of defining Conditional Event,Conditional Density,
Properties.
Unit III: Operation on One Random Variable

Expectations
Introduction, Expected Value of a Random Variable, Function of a Random Variable, Moments about the Origin,
Central Moments, Variance and Skew, Chebychevs Inequality, Characteristic Function, Moment Generating
Function, Transformations of a Random Variable: Monotonic Transformations for a Continuous RandomVariable,
Nonmonotonic Transformations of Continuous Random Variable, Transformation of a Discrete RandomVariable.
Unit IV: Multiple Random Variables
Vector Random Variables, Joint Distribution Function, Properties of Joint Distribution, Marginal DistributionFunctions,
Conditional Distribution and Density

Point Conditioning, Conditional Distribution and Density

Interval conditioning, Statistical Independence, Sum of Two Random Variables, Sum of Several RandomVariables,
Central Limit Theorem (Proof not expected), Unequal Distribution, Equal Distributions.

Unit V: Operations on Multiple Random Variables
Expected Value of a Function of Random Variables: Joint Moments about the Origin, Joint Central Moments,Joint
Characteristic Functions, Jointly Gaussian Random Variables: Two Random Variables case, N RandomVariable
case, Properties, Transformations of Multiple Random Variables, Linear Transformations of GaussianRandom
Variables.
Unit VI: Stochastic Processes

Temporal Characteristics
The Stochastic Process Concept, Classification of Processes, Deterministic and Nondeterministic
Processes,Distribution and Density Functions, Concept of Stationarity and Statistical Independence, First-Order
StationaryProcesses, Second-Order and Wide-Sense Stationarity, Nth Order and Strict-Sense Stationarity, Time
Averagesand Ergodicity, Mean-Ergodic Processes, Correlation-Ergodic Processes, Autocorrelation Function and
itsProperties, Cross-Correlation Function and its Properties, Covariance and its Properties, Linear SystemResponse
of Mean and Mean-squared Value, Autocorrelation Function, Cross-Correlation Functions, GaussianRandom
Processes, Poisson Random Process.
Unit VII: Stochastic Processes

Spectral Characteristics
Power Spectrum: Properties, Relationship between Power Spectrum and Autocorrelation Function, Cross-
Power Density Spectrum, Properties, Relationship between Cross-Power Spectrum and Cross-Correlation
Function,Spectral Characteristics of System Response: Power Density Spectrum of Response, Cross-Power
SpectralDensity of Input and Output of a Linear System.
Unit VIII: Noise
Types of Noise: Resistive (Thermal) Noise Source, Shot noise, Extra terrestrial Noise, Arbitrary Noise Sources,White
Noise, Narrowband Noise : In phase and quadrature phase components and its Properties, Modeling of Noise
Sources, Average Noise Bandwidth, Effective Noise Temperature, Average Noise Figures, Average NoiseFigure of
cascaded networks





LESSON PLAN
YEAR & SEM : II-I SUBJECT: PTSP
BRANCH: ECE(A&B) FACULTY: Mythii Sharan
UNIT 1: Probability
S.NO UNIT TOPIC NO.OF
CLASSES
1 I
Probability introduced through Sets and Relative
Frequency

2
2 I
Experiments and Sample Spaces, Discrete and
Continuous Sample Spaces
1
3 I
Events, Probability Definitions and Axioms,
Mathematical Model of Experiments
2
4 I
Probability as a Relative Frequency

1
5 I
Joint Probability
2
6 I
Conditional Probability, Total Probability, Bayes
Theorem,

2
7 I
Independent Events.
1
Total no of classes: 11
UNIT 2: Random Variable
S.NO UNIT TOPIC NO.OF
CLASSES
1 II
Definition of a Random Variable, Conditions for a
Function to be a Random Variable

1
2 II
Discrete, Continuous andMixed Random
Variables
1
3 II
Distribution functions and their Properties
2
4 II
Density functions and their Properties
2
5 II
Binomial Poisson distribution
3
6 II
Uniform, Gaussian, Exponential, Rayleigh
and Conditional Distribution
3
7 II
Methods of defining Conditional
Event,Conditional Density, Properties
2
8 II Revision 1
Total no of classes: 15
UNIT 3: Operation on One Random VariableExpectations

S.NO UNIT TOPIC NO.OF
CLASSES
1 III
Introduction, Expected Value of a Random
Variable
, ,

1
2 III
Function of a Random Variable,
1
3 III
Moments about the Origin,
Central Moments, Variance and Skew, Chebychevs
Inequality
3
4 III
Characteristic Function, Moment Generating
Function,
1
5 III
Transformations of a Random Variable:
Monotonic Transformations for a Continuous
RandomVariable, Nonmonotonic
Transformations of Continuous Random
Variable, Transformation of a Discrete
RandomVariable
2
Total no of classes: 08
UNIT 4 Multiple Random Variables

S.NO UNIT TOPIC NO.OF
CLASSES
1 IV
Vector Random Variables, Joint Distribution
Function

2
2 IV
Properties of Joint Distribution, Marginal
DistributionFunctions
2
3 IV
Conditional Distribution and Density

2
4 IV
Statistical Independence, Sum of Two Random
Variables, Sum of Several RandomVariables,
2
5 IV
Central Limit Theorem (Proof not expected),
Unequal Distribution, Equal Distributions.

2
Total no of classes: 10

UNIT 5 Operations on Multiple Random Variables

S.NO UNIT TOPIC NO.OF
CLASSES
1 V
Expected Value of a Function of Random
Variables
1
2 V
Joint Moments about the Origin, Joint Central
Moments,Joint Characteristic Functions
3
3 V
Jointly Gaussian Random Variables: Two
Random Variables case
2
4 V
N RandomVariable case, Properties,
Transformations of Multiple Random Variables
2
5 V
Linear Transformations of GaussianRandom
Variables
1
7 V Revision 1
Total no of classes: 10

UNIT 6: Stochastic Processes Temporal Characteristics

S.NO UNIT TOPIC NO.OF
CLASSES
1 VI
The Stochastic Process Concept, Classification
of Processes
1
2 VI
Deterministic and Nondeterministic
Processes,Distribution and Density Functions
1
3 VI
Concept of Stationarity and Statistical
Independence, First-Order StationaryProcesses,
Second-Order and Wide-Sense Stationarity, Nth
Order and Strict-Sense Stationarity,
2
4 VI
Time Averagesand Ergodicity, Mean-Ergodic
Processes, Correlation-Ergodic Processes,
Autocorrelation Function and itsProperties
2
5 VI
Cross-Correlation Function and its Properties,
Covariance and its Properties
2
6 VI
Linear SystemResponse of Mean and Mean-
squared Value, Autocorrelation Function, Cross-
Correlation Functions,
2
7 VI
GaussianRandom Processes, Poisson Random
Process
1

Total no of classes: 11
UNIT 7: Stochastic Processes Spectral Characteristics
S.NO UNIT TOPIC NO.OF
CLASSES
1 VII
Power Spectrum: Properties,
2
2 VII
Relationship between Power Spectrum and
Autocorrelation Function
2
3 VII
Cross-Power Density Spectrum, Properties,
1
4 VII
Relationship between Cross-Power Spectrum
and Cross-Correlation Function
2
5 VII
Characteristics of System Response: Power
Density Spectrum of Response
2
6 VII
Spectral, Cross-Power SpectralDensity of Input
and Output of a Linear System.

2

Total no of classes: 11

UNIT 8: Noise
S.NO UNIT TOPIC NO.OF
CLASSES
1 VIII
Types of Noise: Resistive (Thermal) Noise
Source, Shot noise, Extra terrestrial Noise,
1
2 VIII
Arbitrary Noise Sources,White Noise
1
3 VIII
Narrowband Noise : In phase and quadrature
phase components and its Properties, Modeling
of Noise Sources
1
4 VIII
Average Noise Bandwidth
1
5 VIII
Effective Noise Temperature, Average Noise
Figures
1
6 VIII
Average NoiseFigure of cascaded networks

1
Total no of classes: 06





HOD PRINCIPAL










TEACHING SCHEDULE
III YEAR II SEMESTER

SUBJECT: DSP
BRANCH: ECE(A&B) FACULTY: B.RAVINDRA NAIK

S.NO UNIT TOTAL CLASSES
1 1 11
2 II 14
3 III 10
4 IV 10
5 V 10
6 VI 11
7 VII 11
8 VIII 06
Total classes 80




HOD PRINCIPAL