## MA8451 Probability and Random Processes Syllabus Notes Question Paper Question Banks with answers Anna University

#### Anna University Probability and Random Processes Syllabus Notes Question Bank Question Papers Regulation 2017

#### MA8451 Probability and Random Processes Syllabus Regulation 2017

Probability – Axioms of probability – Conditional probability – Baye‘s theorem – Discrete and continuous random variables – Moments – Moment generating functions – Binomial, Poisson, Geometric, Uniform, Exponential and Normal distributions.

UNIT II TWO – DIMENSIONAL RANDOM VARIABLES

Joint distributions – Marginal and conditional distributions – Covariance – Correlation and linear regression – Transformation of random variables – Central limit theorem (for independent and identically distributed random variables).

UNIT III RANDOM PROCESSES

Classification – Stationary process – Markov process – Markov chain – Poisson process – Random telegraph process.

UNIT IV CORRELATION AND SPECTRAL DENSITIES

Auto correlation functions – Cross correlation functions – Properties – Power spectral density – Cross spectral density – Properties.

UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS

Linear time invariant system – System transfer function – Linear systems with random inputs – Auto correlation and cross correlation functions of input and output

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MA8451 Probability and Random Processes Regulation 2017 notes

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MA8451 Probability and Random Processes Notes Syllabus

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