| Course Name | Probability and Random Processes |
| Course Code | 15MAT213 |
| Program | B. Tech. in Computer Science and Engineering, B. Tech. in Electronics and Communication Engineering |
| Semester | Four |
| Year Taught | 2019 |
Review of probability concepts – conditional probability – Bayes theorem
Random Variable and Distributions: Introduction to random variable – discrete and continuous random variables and its distribution functions – mathematical expectations – moment generating function and characteristic function – Binomial, Poisson, Geometric, Uniform, Exponential, Normal distribution functions (moment generating function, mean, variance and simple problems) – Chebyshev’s theorem.
Random processes: General concepts and definitions – stationarity in random processes – strict sense and wide sense stationary processes – autocorrelation and properties – special processes – Poisson points, Poisson and Gaussian processes and properties.
Systems with stochastic inputs – power spectrum- spectrum estimation, ergodicity –Markov process and Markov chain, transition probabilities, Chapman Kolmogrov theorem, limiting distributions classification of states.
DISCLAIMER: The appearance of external links on this web site does not constitute endorsement by the School of Biotechnology/Amrita Vishwa Vidyapeetham or the information, products or services contained therein. For other than authorized activities, the Amrita Vishwa Vidyapeetham does not exercise any editorial control over the information you may find at these locations. These links are provided consistent with the stated purpose of this web site.
