Book Details

Probability And Random Processes

Probability And Random Processes

Published by uLektz

Course Code : MA6451
Author : uLektz
University : Anna University, Tamil Nadu
Regulation : 2015
Categories : Engineering Mathematics
Format : ico_bookePUB3 (DRM Protected)
Type :

eBook

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Description :Probability And Random Processes of MA6451 covers the latest syllabus prescribed by Anna University, Tamil Nadu for regulation 2015. Author: uLektz, Published by uLektz Learning Solutions Private Limited.

Note : No printed book. Only ebook. Access eBook using uLektz apps for Android, iOS and Windows Desktop PC.

Topics
UNIT I RANDOM VARIABLES

1.1 Discrete and continuous random variables

1.2 Moments

1.3 Moment generating functions - Binomial - Poisson - Geometric - Uniform - Exponential - Gamma - Normal distributions

UNIT II TWO - DIMENSIONAL RANDOM VARIABLES

2.1 Joint distributions

2.2 Marginal and conditional distributions

2.3 Covariance

2.4 Correlation and Linear regression

2.5 Transformation of random variables

UNIT III RANDOM PROCESSES

3.1 Classification

3.2 Stationary process

3.3 Markov process

3.4 Poisson process

3.5 Random telegraph process

UNIT IV CORRELATION AND SPECTRAL DENSITIES

4.1 Auto correlation functions

4.2 Cross correlation functions – Properties

4.3 Power spectral density

4.4 Cross spectral density – Properties

UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS

5.1 Linear time invariant system- System transfer function

5.2 Linear systems with random inputs

5.3 Auto correlation and Cross correlation functions of input and output

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