Course11710508540 lectures
Probability and Random Processes
Prof. Mrityunjoy Chakraborty · IIT Kharagpur
Lectures
Probability and Random Processes
- Introduction to the Theory of Probability
- Axioms of Probability
- Axioms of Probability (Contd.)
- Introduction to Random Variables
- Probability Distributions and Density Functions
- Conditional Distribution and Density Functions
- Function of a Random Variable
- Function of a Random Variable (Contd.)
- Mean and Variance of a Random Variable
- Moments
- Characteristic Function
- Two Random Variables
- Function of Two Random Variables
- Function of Two Random Variables (Contd.)
- Correlation Covariance and Related Innver
- Vector Space of Random Variables
- Joint Moments
- Joint Characteristic Functions
- Joint Conditional Densities
- Joint Conditional Densities (Contd.)
- Sequences of Random Variables
- Sequences of Random Variables (Contd.)
- Correlation Matrices and their Properties
- Correlation Matrices and their Properties
- Conditional Densities of Random Vectors
- Characteristic Functions and Normality
- Tchebycheff Inequality and Estimation of an Unknown Parameter
- Central Limit Theorem
- Introduction to Stochastic Process
- Stationary Processes
- Cyclostationary Processes
- System with Random Process at Input
- Ergodic Processes
- Introduction to Spectral Analysis
- Spectral Analysis Contd.
- Spectrum Estimation - Non Parametric Methods
- Spectrum Estimation - Parametric Methods
- Autoregressive Modeling and Linear Prediction
- Linear Mean Square Estimation - Wiener (FIR)
- Adaptive Filtering - LMS Algorithm
Syllabus and materials
At NPTEL, as the course publishes them.
Credits and licence
- Institution
- IIT Kharagpur
- Department
- Electronics & Communication Engineering
- Teacher
- Prof. Mrityunjoy Chakraborty
- Level
- Undergraduate
- Language
- English
- Subjects
- Engineering, Society and politics
- Source
- NPTEL
- Licence
- CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
- Attribution
- NPTEL states: "Distributed under Creative Commons Attribution-ShareAlike / CC BY - NC - SA", beside a BY-NC-SA badge.
- Who can watch
- NPTEL gives no rating. Invisible Network shows it to Teens profiles and older, judged from what the source says about it. How courses are placed
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