MA2261 PROBABILITY AND RANDOM PROCESSES 

UNIT I RANDOM VARIABLES

Moment generating functions and their properties

Gamma and normal distributions

Function of Random Variable

UNIT II TWO DIMENSIONAL RANDOM VARIABLES

Covariance

Transformation of random variables

Central limit theorem

UNIT III CLASSIFICATION OF RANDOM PROCESSES

Markov process

Binomial, Poisson process

UNIT IV CORRELATION AND SPECTRAL DENSITIES

Auto correlation

Cross correlation

Wiener-Khintchine relation

UNIT V LINEAR SYSTEMS WITH RANDOM INPUTS

Linear systems with random inputs

Auto correlation and Cross correlation