Syllabus

JNTUK B.Tech Random Variables & Stochastic Processes for R13 Batch.

JNTUK B.Tech Random Variables & Stochastic Processes gives you detail information of Random Variables & Stochastic Processes R13 syllabus It will be help full to understand you complete curriculum of the year.

UNIT I : THE RANDOM VARIABLE : Introduction, Definition of a Random Variable, Conditions for a Function to be a Random Variable, Discrete, Continuous and Mixed Random Variables, Distribution and Density functions, Properties, Binomial, Poisson, Uniform, Gaussian, Exponential, Rayleigh, Conditional Distribution, Conditional Density, Properties.

UNIT II: OPERATION ON ONE RANDOM VARIABLE – EXPECTATIONS : Introduction, Expected Value of a Random Variable, Function of a Random Variable, Moments about the Origin, Central Moments, Variance and Skew, Chebychev’s Inequality,Characteristic Function, Moment Generating Function,Transformations of a Random Variable: Monotonic Transformations for a Continuous Random Variable, Nonmonotonic Transformations of Continuous Random Variable.

UNIT III : MULTIPLE RANDOM VARIABLES : Vector Random Variables, Joint Distribution Function, Properties of Joint Distribution, Marginal Distribution Functions, Conditional Distribution and Density, Statistical Independence, Sum of Two Random Variables, Sum of Several Random Variables, Central Limit Theorem: Unequal Distribution, Equal Distributions.
OPERATIONS ON MULTIPLE RANDOM VARIABLES: Joint Moments about the Origin, Joint Central Moments, Joint Characteristic Functions, Jointly Gaussian Random Variables: Two Random Variables case, N
Random Variables case, Properties, Transformations of Multiple Random Variables, Linear Transformations of Gaussian Random Variables.

UNIT IV : RANDOM PROCESSES – TEMPORAL CHARACTERISTICS: The Random Process Concept, Classification of Processes, Deterministic and Nondeterministic Processes, Distribution and Density Functions, Concept of Stationarity and Statistical Independence. First-Order Stationary Processes, Second- Order and Wide-Sense Stationarity, Nth-order and Strict-Sense Stationarity, Time Averages and Ergodicity, Autocorrelation Function and its Properties, Cross-Correlation Function and its Properties, Covariance Functions, Gaussian Random Processes, Poisson Random Process.

UNIT V : RANDOM PROCESSES – SPECTRAL CHARACTERISTICS: The Power Spectrum: Properties, Relationship between Power Spectrum and Autocorrelation Function, The Cross-Power Density Spectrum, Properties, Relationship between Cross-Power Spectrum and Cross-Correlation Function.

UNIT VI : LINEAR SYSTEMS WITH RANDOM INPUTS : Random Signal Response of Linear Systems: System Response – Convolution, Mean and Mean-squared Value of System Response, Autocorrelation Function of Response, Cross-Correlation Functions of Input and Output, Spectral Characteristics of System Response: Power Density Spectrum of Response, Cross-Power Density Spectra of Input and Output, Band pass, Band-Limited and Narrowband Processes, Properties, Modeling of Noise Sources: Resistive (Thermal) Noise Source, Arbitrary Noise Sources, Effective Noise Temperature, Average Noise Figure, Average Noise Figure of cascaded networks.

TEXT BOOKS

  • Probability, Random Variables & Random Signal Principles, Peyton Z. Peebles, TMH, 4th Edition, 2001.
  • Probability, Random Variables and Stochastic Processes, Athanasios Papoulis and S.Unnikrisha, PHI, 4th Edition, 2002.

REFERENCES

  • Probability Theory and Stochastic Processes – B. Prabhakara Rao, Oxford University Press.
  • Probability and Random Processes with Applications to Signal Processing, Henry Stark and John W. Woods, Pearson Education, 3rd Edition.
  • Probabilistic Methods of Signal & System Analysis, George R.Cooper, Clave D. Mc Gillem, Oxford, 3rd Edition, 1999.
  • Statistical Theory of Communication, S.P.Eugene Xavier, New Age Publications, 2003.
  • Signals, Systems & Communications, B.P. Lathi, B.S. Publications, 2003.
  • Probability and Random Processes, An Introduction for Applied Scientists and Engineers, Davenport W.B, McGraw-Hill, 1970.
  • Introduction to Random Processes with Applications to Signals and Systems, Gardener W.A, McGraw-Hill, 2nd Edition.
  • Schaum’s Outline of Probability, Random Variables, and Random Processes.
  • An Introduction to Random Signals and Communication Theory, B.P. Lathi, International Textbook, 1968.

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4 Comments

  1. meghana

    sir/madam i wnt rvsp unit 1,2 notes so please

  2. meghana

    sir give me a reply

    1. M. David Manohar

      Kkkk

  3. M. David Manohar

    1st unit

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