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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