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MA6451 Syllabus Probability and Random Processes regulation 2013 Anna University

MA6451 Syllabus Probability and Random Processes

MA6451 Syllabus Probability and Random Processes regulation 2013 Anna University free download pdf. Probability and Random Processes syllabus free download.

UNIT I RANDOM VARIABLES MA6451 Syllabus

Discrete and continuous random variables – Moments – Moment generating functions – Binomial, Poisson, Geometric, Uniform, Exponential, Gamma and Normal distributions.

UNIT II TWO – DIMENSIONAL RANDOM VARIABLES Probability and Random Processes Syllabus

Joint distributions – Marginal and conditional distributions – Covariance – Correlation and Linear regression – Transformation of random variables.

UNIT III RANDOM PROCESSES MA6451 Syllabus

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

UNIT IV CORRELATION AND SPECTRAL DENSITIES Probability and Random Processes Syllabus

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

UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS Probability and Random Processes Syllabus

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

Subject Name Probability and Random Processes
Subject Code MA6451
Regulation 2013

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