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Probability, Statistics and Random Processes by Pappu Kousalya

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16

Advanced Random Process

Prerequisites

Before you start reading this unit, you should:

  • Be able to distinguish different random processes like continuous random process, discrete random process, deterministic random process, non-deterministic random process
  • Know stationary random process, WSS, cross correlation function, Ergodic random process
  • Know power density spectrum and its properties
  • Know discrete time processes and sequences

Learning Objectives

After going through this unit, you would be able to:

  • Know the mean and auto correlation of the Poisson process
  • Know about Markov process, Chapman-Kolmogorov theorem
  • Find the applications of queues
  • Know about Gaussian process and Narrow band Gaussian process
INTRODUCTION

Sometimes we may be ...

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