Lovely Professional University, Punjab

Course Code

Course Title

Course Planner

Lectures

ECE256

PROBABILITY AND STOCHASTIC PROCESSES

17714::Kulbhushan

Course Category

Courses with Numerical focus

Tutorials Practicals Credits

2.0

0.0

TextBooks
Sr No

Title

Author

Edition

Year

Publisher Name

T-1

PROBABILITY & STATISTICS

FOR. ENGINEERS & SCIENTISTS

RONALD E. WALPOLE
RAYMOND H. MYERS

8th

2007

PRENTICE HALL DELHI

Reference Books
Sr No

Title

Author

Edition

Year

Publisher Name

R-1

PROBABILITY,RANDOM
VARIABLE AND STOCHASTIC
PROCESSES

ATHANASIOS
PAPOULIS

4th

2002

MCGRAW-HILL

R-2

PROBABILITY, RANDOM
VARIABLES AND RANDOM
PROCESSES

HWEI P. HSU

3rd

2010

TATA MCGRAW HILL, INDIA

R-3

Probability, Statistics And Random

Processes

T. Veerarajan

3rd

2009

TATA MCGRAW - HILL EDUCATION

Other Reading
Sr No

Journals articles as Compulsary reading (specific articles, complete reference)

OR-1

http://nptel.iitm.ac.in/courses/IIT-MADRAS/Principles_of_Communication1/, ,

Relevant Websites
Sr No

(Web address) (only if relevant to the course)

Salient Features

RW-1

www.math.toronto.edu/weiss/set_theory.pdf?

Set theory

RW-2

www.ecs.umass.edu/~goeckel/Chapter11.pdf?

Transmission of random process through LTI

RW-3

http://www.mhhe.com/engcs/electrical/papoulis/graphics/ppt/lectr13a.pdf

Strong and weak law of large numbers

LTP week distribution: (LTP Weeks)

Weeks before MTE

Weeks After MTE

Spill Over

0.0

2.0

Detailed Plan For Lectures

Week
Lecture
Number Number

Broad Topic(Sub Topic)

Week 1

Lecture 1

Introduction to probability
(Probability definition)

Lecture 2

Week 2

Week 3

Week 4

Lecture Description

Learning Outcomes Pedagogical Tool Live Examples

Demonstration/
Case Study /
Images /
animation / ppt
etc. Planned

T-1:2.1
R-1:1.1

Mathematical aspect of
probability.

By the end of this

lecture students will
be
able to develop the
concept of
probability.

Introduction to probability
(Probability and induction)

T-1:2.1
R-1:1.3

Mathematical aspect of
probability

would be knowing
about its Relative
Frequency definition.

Lecture 3

Introduction to probability
(Causality Versus
Randomness)

T-1:2.1
R-1:1.3

Mathematical aspect of
probability.

would be knowing
white/black board
about the Probability and
and induction.
discussion

Lecture 4

Axioms of probability(Set
theory)

T-1:2.5
R-1:2.1

RW-1

Introduction to Set
theory.

By the end of this

white/black board
lecture students will and
be
discussion
able to develop the
concept of set theory

Lecture 5

Axioms of probability
(Probability space)

T-1:2.6 & 2.7

R-1:2.2 & 2.3

RW-1

Introduction to
Probability space.

would be knowing
about the Probability
space and Axiom of
infinite additivity

Axioms of probability
(Conditional probability)

T-1:2.6 & 2.7

R-1:2.2 & 2.3

RW-1

Introduction to
Probability space.

would be knowing
about the Probability
space and Axiom of
infinite additivity

Lecture 6

Axioms of probability
(Bayes'
theorem and
independence)

T-1:2.6 & 2.7

R-1:2.3

OR-1

Introduction to
Conditional probability
and Bayes theorem

solving problems
using
Conditional
probability
and Bayes theorem

Lecture 7

Repeated Trials(Combined
Experiments)

R-1:3.1 & 3.2

OR-1

Introduction to
independent
Experiments

By the end of this

lecture students will
be
able to develop the
concept of Bernoulli
Trials.

Lecture 8

Chapters/Sections of Other Readings,

Text/reference
Relevant Websites,
books
Audio Visual Aids,
software and Virtual
Labs

Test1

white/black board
and
discussion.

Example of
Students group

Week 5

Lecture 10 Concept of a random

variable(Introduction)

Lecture 9

Week 6

T-1:3.1
R-1:4.1 & 4.2

Significance of
random variable

By the end of this

lecture students will
be
able to develop the
concept of Discrete
random variables.

Concept of a random
variable(Discrete random
variables)

T-1:3.1
R-1:4.1 & 4.2

Significance of
random variable

By the end of this

lecture students will
be
able to develop the
concept of Discrete
random variables.

Repeated Trials(Bernoulli
Trials)

R-1:3.1 & 3.2

Introduction to
independent
Experiments

By the end of this

lecture students will
be
able to develop the
concept of Bernoulli
Trials

Concept of a random
variable.

would be knowing
about the Continuous
random variables.

Lecture 11 Concept of a random

variable(Continuous random
variables)

OR-1

T-1:3.1

Lecture 12
Week 7

Test2

Lecture 13 Concept of a random

variable(Example of random
variables and
distributions function)

T-1:3.3
R-1:4.2

OR-1
RW-2

Concept of a random
variable

would be knowing
about the Continuous
random variables

Lecture 14 Concept of a random

variable(Probability density
function)

T-1:3.2 & 3.3

R-1:4.2 & 5.2

OR-1

Concept of a random
variable

would be knowing
about the Probability
density function

T-1:3.2 & 3.3

R-1:4.2 & 5.2

OR-1

Concept of a random
variable

would be knowing
about the Probability
density function

Concept of a random
variable(Probability
distribution function)

Example of
signals

MID-TERM
Week 8

Lecture 15 Special distributions(Joint

distributions)

T-1:3.4
R-1:6.1

OR-1

Introduction to Special
distributions

would be knowing
about the Joint
distributions .

Lecture 16 Special distributions

(Functions of
one and two random
variables)

T-1:7.1 & 7.3

R-1:6.2

Introduction to Special
distributions

would be knowing
about the Functions
of
one and two random
variables

Special distributions
(Moments of
random variables)

T-1:7.1 & 7.3

R-1:6.2

Introduction to Special
distributions

would be knowing
about the Functions
of
one and two random
variables

Case Studies on
MATLAB
Example of
CGPA of class

Week 9

Lecture 17 Special distributions

(Characteristic
functions of a random
variable)
Special distributions
(Markov,
Chebyshev and Chernoff
bounds)
Lecture 18 Special distributions(Mean
and Variance)

T-1:7.3 & 4.4

R-1:5.5 & 7.3

Introduction to Special
distributions

would be knowing
about the Markov,
Chebyshev and
Chernoff bounds.

T-1:7.3 & 4.4

R-1:5.5 & 7.3

Introduction to Special
distributions

would be knowing
about the Markov,
Chebyshev and
Chernoff bounds.

T-1:4.1 & 4.2

& 4.3
R-1:5..3

Introduction to Special
distributions and mean
and variance

would be knowing
about the mean and
variance

Week 10 Lecture 19 Random sequences and

modes of
convergence(Random
sequences)

T-1:8.4
R-1:10.1

Lecture 20 Random sequences and

modes of
convergence(Limit
theorems)

T-1:8.4
R-1:8.4

Week 11 Lecture 21 Random sequences and

modes of
convergence(Strong and
weak laws
of large numbers)
Lecture 22 Random sequences and
modes of
convergence(Central limit
theorem)
Week 12 Lecture 23 Random sequences and
modes of
convergence(Modes of
convergence)

OR-1

Introduction to Random By the end of this

sequences
lecture students will
be
able to develop the
concept of Random
sequences.
Introduction to Random By the end of this
sequences and modes of lecture students will
convergence
be
able to develop the
concept of Limit
theorems

RW-3

Introduction to Random By the end of this

sequences and modes of lecture students will
convergence.
be
able to develop the
concept of Random
sequences.

T-1:8.4
R-1:8.4 & 8.5

Introduction to Random would be knowing

sequences and modes of about the central limit
convergence.
theorem

R-1:8.4 & 8.5

Introduction to Random would be knowing

sequences and modes of about the central limit
convergence
theorem

Lecture 24

Test3

Week 13 Lecture 25 Classification of random

processes(Random process)
Classification of random
processes(Stationary
processes)
Lecture 26 Classification of random
processes(Mean and
covariance functions)

R-1:10.1
R-3:6.1

Types of random
processes

would be knowing
about the Mean and
covariance functions

R-1:10.1
R-3:6.1

Types of random
processes

would be knowing
about the Mean and
covariance functions

R-1:8.3 & 12.1

R-2:9.3

Types of random
processes

would be knowing
about the Mean and
covariance functions

Example of
marks in Class

Case Studies on
MATLAB

Week 13 Lecture 26 Classification of random

processes(Ergodicity)

R-1:8.3 & 12.1

R-2:9.3

Week 14 Lecture 27 Classification of random

processes(Transmission of
random process
through LTI)
Lecture 28 Classification of random
processes(Power spectral
density)

Types of random
processes

would be knowing
about the Mean and
covariance functions

R-1:11.4

OR-1

Types of random
processes

would be knowing
about the
Transmission
of random process
through LTI

R-1:12.2

RW-1
RW-2

Types of random
processes

solving problems
using
Power spectral
density

Case Studies on
MATLAB

Example of
speech and Bio
medical signal

SPILL OVER
Week 15 Lecture 29

Spill Over

Lecture 30

Spill Over

Scheme for CA:

Component

Frequency

Test

Out Of
2

Each Marks Total Marks

3

Total :-

10

20

10

20

Details of Academic Task(s)

AT No.

Test1

Objective

Topic of the Academic Task

The primary
Repeated Trials, Axioms of probability, Introduction to
objective of
probability, Bayes' theorem and independence, Probability space
assigning test to
students is to direct
them to worthwhile
revision of the
syllabus already
being taught so that
they prepare them
self MTE.

Nature of Academic Task

(group/individuals/field
work
Individual

Evaluation Mode

Allottment /
submission Week

Performance in tests

3/4

Test2

The primary
Continuous random variables, Example of random variables and
objective of
distributions function, Probability density function, Repeated
assigning test to
Trials
students is to direct
them to worthwhile
revision of the
syllabus already
being taught so that
they prepare them
self ETE.

Individual

Performance in tests

5/6

Test3

Classification of
random processes,
Random sequences
and modes of
convergence,
Special distributions

Individual

Performance in tests

11 / 12

The primary
objective of
assigning test to
students is to direct
them to worthwhile
revision of the
syllabus already
being taught so that
they prepare them
self ETE.