Probability, Statistics and Random Processes

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 ...