# Probability And Random Processes

Course Code:MA6451

Author:uLektz

University:

Regulation:2015

Categories:Engineering Mathematics

Format : ePUB3 (DRM Protected)

Type :eBook

Rs.189 Rs.28 Rs.85% off

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