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EC601 Probability, Random Variable and Stochastic Process 3-0-0; Credit: 3; Lectures- 42 PREREQUISITE Basics of sets, set operations, algebra COURSE OBJECTIVE The subject introduces the probability, random & stochastic process that is required for the theoretical analysis of the communication systems. COURSE CONTENT Unit-I: Fundamentals of Probability and Random Processes with applications to networks, communication, signal processing and control. Unit-II: Sample space, events and probability law, classical, relative-frequency and axiomatic definitions of probability. Unit-III: Conditional probability, independence, total probability, Bayes’ rule; repeated trials. Unit-IV: Random variables: probability distribution, density and mass functions, functions of a random variable; expectation, characteristic and moment-generating functions; Chebyshev, Markov and Chernoff bounds. Unit-V: Jointly distributed random variables: joint distribution and density functions, joint moments, conditional distributions and expectations, functions of random variables; random vector- mean vector and covariance matrix, Gaussian random vectors. Unit-VI: Random vectors, Law of large numbers, Central limit theorem, Estimation and Detection. Unit-VII: Stationarity: strict-sense stationary and wide-sense stationary (WSS) processes: time averages and ergodicity; spectral representation of a real WSS process-power spectral density, cross-power spectral density, linear time-invariant systems with WSS process as an input- time and frequency domain analyses Unit-VIII: Examples of random processes: white noise, Gaussian, Poisson and Markov processes with applications in communication and signal processing. TEXT BOOKS 1. Probability, Random variables and Stochastic processes- A. Papoulis & S.U. Pillai, McGraw Hill, 4th Edition, 2001 REFERENCE BOOKS 1. Random Signals – K. Sam Shanmugan & A. M. Breipohi 2. Probability and Random Processes- Miller & Childers, Elsvier, 2004 COURSE OUTCOMES Students would be able to – CO1: Solve the problems associated with basic probability CO2: Solve the problem associated with transformation of random variables CO3: Summarize the concepts associated with multiple random variables and to solve the problems associated with Multivariate Gaussian random vector CO4: Summarize the concepts associated with random process and to compute the power spectral density of the output of the system. CO5: Recognize the usage of random process in telecommunication engineering and to solve the corresponding problems.