Department of Electronics & Communication Engineering Nalla Malla Reddy Engineering College

Programme : B.Tech (ECE) Year : IV/IV Semester

: I
Probability Theory and Stochastic Processes
Credits : 3 Hours : 5


This course provides a foundation in the theory and applications of probability and stochastic processes and an
understanding of the mathematical techniques relating to random processes in the areas of signal processing,
detection & estimation theory , and communications. Topics include the axioms of probability, random variables,
and distribution functions; functions and sequences of random variables; stochastic processes; and
representations of random processes. This course also focuses on the application of statistical techniques to the
study of random signals and noise and concepts like noise figure, noise temperature and etc., to evaluate the
performance of given communication system.

Prerequisites Courses: Knowledge of Basic Probability Theory and Calculus

Textbook references (IEEE format):
TEXT BOOKS:
Peyton Z. Peebles, Probability Random variables and Random signal principles 4th Edition, TMH, 2009.

REFERENCE BOOKS:
1. Probability, Random Variables and Stochastic Processes Athanasios Papoulis and S. Unnikrishna
Pillai, 4 Ed., TMH.
2. Theory of Probability and Stochastic Processes- Pradip Kumar Gosh, University Press
3. Probability and Random Processes with Application to Signal Processing Henry Stark and John W.
Woods, 3 Ed., PE
4. Probability Methods of Signal and System Analysis - George R. Cooper, Clave D. MC Gillem, 3 Ed.,
1999, Oxford.
5. Statistical Theory of Communication - S.P. Eugene Xavier, 1997, New Age Publications.
Additional Resources (NPTEL, MIT Video Lectures, Web resources etc.):
1. http://www.newagepublishers.com/samplechapter/000969.pdf
2 .http://www.bits-pilani.ac.in:12354/qp1-9-10/EEE_C414_851_C_2009_1.pdf


PEO's
I Analytical reasoning The fundamental and the up to date knowledge acquired be used for
analytical reasoning of a problem.
II Professional development Professional approach to handling of multifaceted and multidisciplinary
projects with great responsibilities and leadership.
III Team work Effective team work in accomplishing the task with techno legal, ethical,
social, environmental and economic considerations involved.
IV Lifelong learning Zeal to learn new techniques technologies leading to higher degree of
attainment such as degree ,publication, presentations, award throughout the
life span.
V Virtues and communication. Should exhibit good citizenship/civil sense, cultural leading, mannerism, to
the improvement in the quality of life.




Department of Electronics & Communication Engineering Nalla Malla Reddy Engineering College



Course Learning Objectives:

Objectives:
The primary objective of this course is:
Course outcomes:

The Course Objectives Correlates to Program
Educational Objectives
(CO to PEOs)
Instructional
Methods
To provide mathematical background and
sufficient experience so that the student can read,
write, and understand sentences in the language
of probability theory, as well as solve probabilistic
problems in signal processing and Communication
Engineering.
I:3 M1, M3, M6
To introduce students to the basic methodology
of probabilistic thinking and to apply it to
problems;
I:3 M1, M3, M6
To understand basic concepts of probability
theory and random variables, how to deal with
multiple random variables, Conditional probability
and conditional expectation, j oint distribution and
independence, mean square estimation.
I:3 M1, M3
To understand the difference between time
averages and statistical averages
I:3 M1, M3
Analysis of random process and application to
the signal processing in the communication
system.
To teach students how to apply sums and
integrals to compute probabilities, means, and
expectations.

I:3 M1, M3


Course Topics:

Lecture No. Learning Objective Topics to be covered
1
An ability to apply knowledge of mathematics, science and
engineering
Introduction of syllabus
2 To learn the basic set theory Set Theory
3
Ability to describe the characteristics of real, physical world random
phenomenon
Experiment, Sample Space and
types, Event, Probability definition
4 Ability to learn various probability concepts
Axioms of probability, Conditional
probability, Total probability
5 To prove the theorems
Bayes Theorem, problems, Bernoullis
Trials,
6 principles of random variables and random processes
Definition of Random variable, its types,
Distribution function, Problems
7
Ability to solve practical probabilistic problems involving random
input signals
Probability density function,
properties, problems
8 To learn the different distribution functions
Gaussian ,Uniform, Exponential, Binomial
distributions
9 To learn the different distribution functions
Poisson, Rayleigh, Conditional distribution
& density functions
10 To write the formula for Expectation and averages Expectation, moments
11 State and prove the Inequalities
Variance and skew, Chebychevs
inequality
12 State and prove the Inequalities Markovs inequality, Schwartz inequality
Department of Electronics & Communication Engineering Nalla Malla Reddy Engineering College



13 To calculate moments Characteristic function, problems
14 To calculate moments Moment generating function, problems
15 To understand the concept of transformations Transformation of random variables
16 To learn distribution function
Joint distribution function & properties,
problems
17 To learn density function
Joint density function & properties,
problems
18 To understand conditional distribution and density functions
Conditional distribution and density
functions
19 To analyze conditioning event Point and interval conditioning
20
To derive formulas for distribution and density of sum of two random
variables
Statistical independence, Sum of two
random variables
21
To derive formulas for distribution and density of sum of two random
variables
Sum of several random variables, Central
limit theorem
22 To write the formula for Expectation and averages
Expected value of a function of random
variable, Joint moments about the origin
22 To write the formula for Expectation and averages Joint central moments, Problems
23 To evaluate the characteristic function Joint characteristic functions
24 To learn the different distribution functions
Joint Gaussian random variables, two
random variables
25 To evaluate the function for N random variables N random variable case, problems
26 To understand the concept of transformations
Transformation of multiple random
variables
27 To understand the concept of transformations
Linear transformations of Gaussian random
variables
28 To understand the concept of transformations
Linear transformations of Gaussian random
variables
29 To solve some Problems Problems
30
Ability to describe the characteristics of real, physical world random
phenomenon
Random process concept, Classification of
processes
31 To learn distribution function Distribution & density functions,
32
To derive formulas for distribution and density of sum of two random
variables
stationarity, Statistical independence,
problems
33
Ability to describe the characteristics of real, physical world random
phenomenon
1st order, 2nd order, wide-sense & strict
sense stationarity
34 To measure time and statistical averages
Time averages & ergodicity, mean
ergodic processes
35 To understand the concept of ergodicity correlation ergodic processes, problems
36
Ability to characterize processes by means of autocorrelation, cross
correlation an covariance functions
Auto correlation function & properties,
Problems
37
ability to characterize processes by means of autocorrelation, cross
correlation an covariance functions
Cross correlation function & properties,
Covariance functions
38
ability to characterize processes by means of autocorrelation, cross
correlation an covariance functions
Covariance functions, Problems
39 To solve some Engineering problems Problems
40 To learn the basics of power spectrum Introduction
41 To analyze the properties of Power spectrum Power spectrum & properties
42 To analyze the properties of Power spectrum cross Power density spectrum & properties
43
To derive Relation between power spectrum and auto correlation
function
Relation between power spectrum and auto
correlation function
44
To derive Relation between cross power spectrum and cross
correlation function
Relation between cross power spectrum
and cross correlation function
45 To understand different processes
Gaussian & Poisson random processes,
problems
46 To solve problems Problems
Department of Electronics & Communication Engineering Nalla Malla Reddy Engineering College



47 To solve problems problems
48 To analyze the properties of Power spectrum cross Power density spectrum & properties
49
To derive Relation between power spectrum and auto correlation
function
Relation between power spectrum and auto
correlation function
50
To derive Relation between cross power spectrum and cross
correlation function
Relation between cross power spectrum
and cross correlation function
51 To understand different processes
Gaussian & Poisson random processes,
problems
52 To solve problems Problems
53 To solve problems problems
54
To derive Relation between power spectrum and auto correlation
function
Relation between power spectrum and auto
correlation function
55
To derive Relation between cross power spectrum and cross
correlation function
Relation between cross power spectrum
and cross correlation function
56 To understand different processes
Gaussian & Poisson random processes,
problems
57 To solve problems Problems
58 To solve problems problems



Selected subset of Program Outcomes for this Course as identified by NBA (from
Washington Accord):

Program Outcome
a Use of his fundamentals Knowledge of and Mathematics of mathematics, science, and Engineering in conceptualization and design
of system for a particular product

b. Identify ,formulate complex ECE PROBLEMS ,analyse and solve them.

c To design experiments , interprete the data and give conclusion.

d Should be able to visualize the system design and the components (if necessary)

e Create ,select and apply the available resources and techniques in the modelling of a system with the knowledge of possible
limitations.

f While performing a task the professional and ethical responsibilities are adhered

g Should work independently or with a diverse group and in multidisciplinary setting for achieving the goal.

h Should have the understanding of social, health, safety and legal issues involve.

i Good communication skills to put forth the point of view and to convince the fellow engineers.

j As engineering student should have knowledge and understanding of good management and business ethics with limitations.

k Zeal to learn new concepts and aquire knowledge of lifelong learning.







Department of Electronics & Communication Engineering Nalla Malla Reddy Engineering College






Course Learning Outcomes, PO Levels, Instructional Methods, Knowledge Categories:

CLO (Course Learning Outcome)/ Competencies:

At the end of the course the student should be able to Levels of coverage:
Poor-1,Average-2,Good-3,Excellent-4

Cognitive Levels:

Remember, Understand, Apply, Analyze, Evaluate, Create

Knowledge Categories:

Factual, Conceptual, Procedural, Fundamental Design Concepts, Criteria and Specifications,
Practical Constraints, Design Instrumentalities, Metacognitive.

Instructional Methods:
M1 - Lecture interspersed with discussions M2 - Lecture with a quiz
M3 - Tutorial M4 - Laboratory
M5 - Group Discussion M6 - Group Assignment
M7 - Group Project M8 - Term Paper/Report
Innovative Delivery Methods/ Technologies
M9 - Promote Active Learning M10 Course/ Learning Management System
M11 - Video Lectures (NPTEL, SONET, MIT etc) M12 - ICT tools













Department of Electronics & Communication Engineering Nalla Malla Reddy Engineering College



CLO (Course Learning Outcome)/ Competencies:

CLO/ Competency POs - Levels Cognitive
Level
Knowle
dge
Categor
y
Instructi
onal
Methods
CLO 1
Simple probabilities using an
appropriate sample space.
a:3
a:3
a:3
a:3
Remember
Apply
Concept
ual
M1,M3,
M6
CLO 2
Simple probabilities and
expectations from probability density
functions (pdfs)
a:3
a:3
a:3
a:3
Apply
Procedu
ral
M1,M3
CLO 3
Likelihood ratio tests from pdfs for
statistical engineering problems.
a:3
a:3
a:3
a:3
Apply Factual
M1,M3,
M6
CLO 4
Least -square & maximum
likelihood estimators for engineering
problems.
a:3
a:3
a:3
a:3
Understand
Concept
ual
M1,M3,
M6
CLO 5
Mean and covariance functions for
simple random processes.
a:3
a:3
a:3
a:3
Analyze
Concept
ual
M1,M3,
M6






CLO/ Competency PO Matrix:
Relationship of Course Learning Outcomes to Computer Science & Engineering Program
outcomes
Comp. a b c d e f g h i j k
CLO 1
3

CLO 2
2 3 2

CLO 3
2 2

CLO 4
3 2

CLO 5
3 3 3
2
CLO 6
3 2
2
CLO 7
3 3 3 2
2
CLO 8
2 3 2 2 2
2


Evaluation Methods:

Item Weightage
Assignment1
5

E3: I-2

E3: C1 : 3 C2 : 2 C3 : 2 C4 : 2 Assignment2
Department of Electronics & Communication Engineering Nalla Malla Reddy Engineering College




I-Mid Internal Exam
20

E2: I-2

E2: C1 : 3 C2 : 3 C3 : 2 C4 : 2


II-Mid Internal Exam
University External
Examination
75
E1: I-3 E1: C1 : 3 C2 : 3 C3 : 3 C4 : 3

E1: University External Examination
E2: Mid Internal Exam
E3: Assignment
Tests and Examination have to be designed with specified weightages to different
cognitive levels. The weightages will depend on Nature of the subject Competencies chosen
by the instructor.
Time at which the test is conducted and the competencies those students were supposed to
acquire

Cognitive
Level
Assignment
1
Assignment
2
I-Mid
Internal
Exam
II-Mid
Internal
Exam
Remember 2 1 5 5
Understand 2 2 5 5
Apply 1 2 4 4
Analyze 2 4
Create 4 2
Evaluate



Additional Contents covered in the Course to meet Programme Outcomes:



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