Lovely Professional University, Punjab

Course Code Course Title Course Planner Lectures Tutorials Practicals Credits
ECE256 PROBABILITY AND STOCHASTIC PROCESSES 15921::Vineet Kumar 3.0 1.0 0.0 4.0
Course Category Courses with Numerical focus
TextBooks
Sr No Title Author Edition Year Publisher Name
T-1 Probability,Random variable and
stochastic processes
Athanasios Papoulis 4th 2002 McGraw-Hill
Reference Books
Sr No Title Author Edition Year Publisher Name
R-1 Probability & Statistics for. Engineers
& Scientists
Ronald E. Walpole
Raymond H. Myers
8th 2007 Prentice hall Delhi
R-2 Probability, Random variables and
random processes
Hwei P. Hsu 3rd 2010 Tata McGraw Hill, India
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
Detailed Plan For Lectures
LTP week distribution: (LTP Weeks)
Weeks before MTE 7
Weeks After MTE 7
Spill Over 3
Week
Number
Lecture
Number
Broad Topic(Sub Topic) Chapters/Sections
of Text/reference
books
Other Readings,
Relevant
Websites, Audio
Visual Aids,
software and
Virtual Labs
Lecture Description Learning Outcomes Pedagogical Tool
Demonstration/ Case
Study / Images /
animation / ppt etc.
Planned
Week 1 Lecture 1 Introduction to probability
(Probability definition)
T-1:1.1
R-1:2.1
Mathematical aspect of
probability.
By the end of this
lecture students will be
able to develop the
concept of probability.
white/black board and
discussion.
Lecture 2 Introduction to probability
(Probability and induction)
T-1:1.3
R-1:2.1
Mathematical aspect of
probability
would be knowing
about its Relative
Frequency definition.
Lecture 3 Introduction to probability
(Probability and induction)
T-1:1.3
R-1:2.1
Mathematical aspect of
probability
would be knowing
about its Relative
Frequency definition.
Week 2 Lecture 4 Introduction to probability
(Causality Versus Randomness)
T-1:1.4
R-1:2.4
Mathematical aspect of
probability.
would be knowing
about the Probability
and induction.
white/black board and
discussion
Lecture 5 Axioms of probability(Set theory) T-1:2.1
R-1:2.5
RW-1 Introduction to Set
theory.
By the end of this
lecture students will be
able to develop the
concept of set theory.
white/black board and
discussion
Lecture 6 Axioms of probability(Set theory) T-1:2.1
R-1:2.5
RW-1 Introduction to Set
theory.
By the end of this
lecture students will be
able to develop the
concept of set theory.
white/black board and
discussion
Week 3 Lecture 7 Axioms of probability(Probability
space)
T-1:2.2 Introduction to
Probability space.
would be knowing
about the Probability
space and Axiom of
infinite additivity.
Lecture 8 Axioms of probability(Conditional
probability)
T-1:2.3
R-1:2.6 2.7
Introduction to
Conditional probability
and Bayes theorem
solving problems using
Conditional probability
and Bayes theorem
Lecture 9 Axioms of probability(Bayes'
theorem and
independence)
T-1:2.3
R-1:2.6 2.7
Introduction to
Conditional probability
and Bayes theorem
solving problems using
Conditional probability
and Bayes theorem
Week 4 Lecture 10 Repeated Trials(Combined
Experiments)
T-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.
Lecture 11 Repeated Trials(Bernoulli Trials) T-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.
Lecture 12 Test1
Week 5 Lecture 13 Concept of a random variable
(Discrete random variables)
T-1:4.1 4.2
R-1:3.1
Sinificance of
random variable
By the end of this
lecture students will be
able to develop the
concept of Discrete
random variables.
Lecture 14 Concept of a random variable
(Example of random variables and
distributions function)
Concept of a random
variable.
would be knowing
about the Continuous
random variables.
Lecture 15 Concept of a random variable
(Probability density function)
T-1:4.2 Concept of a random
variable.
would be knowing
about the Probability
density function.
Week 6 Lecture 16 Concept of a random variable
(Probability density function)
T-1:4.2 Concept of a random
variable.
would be knowing
about the Probability
density function.
Lecture 17 Test2
Lecture 18 Concept of a random variable
(Probability distribution function)
T-1:4.2
R-1:3.2 3.3
Concept of a random
variable.
would be knowing
about the Probability
distribution function.
Week 7 Lecture 19 Concept of a random variable
(Probability distribution function)
T-1:4.2
R-1:3.2 3.3
Concept of a random
variable.
would be knowing
about the Probability
distribution function.
Lecture 20 Concept of a random variable
(Continuous random variables)
T-1:5.2
R-1:3.2
example of a random
variable and Lecture 21
Contingency
various Example of
distributions
Case Studies on
MATLAB
Lecture 21 Concept of a random variable
(Continuous random variables)
T-1:5.2
R-1:3.2
example of a random
variable and Lecture 21
Contingency
various Example of
distributions
Case Studies on
MATLAB
MID-TERM
Week 8 Lecture 22 Special distributions(Joint
distributions)
T-1:6.1
R-1:3.4
Introduction to Special
distributions
would be knowing
about the Joint
distributions .
Case Studies on
MATLAB
Lecture 23 Special distributions(Joint
distributions)
T-1:6.1
R-1:3.4
Introduction to Special
distributions
would be knowing
about the Joint
distributions .
Case Studies on
MATLAB
Lecture 24 Special distributions(Functions of
one and two random variables)
T-1:6.2 Introduction to Special
distributions
would be knowing
about the Functions of
one and two random
variables.
Week 9 Lecture 25 Special distributions(Moments of
random variables)
T-1:5.3 Introduction to Special
distributions.
would be knowing
about the Moments of
random variables.
Special distributions(Mean and
Variance)
T-1:5.3 Introduction to Special
distributions.
would be knowing
about the Moments of
random variables.
Week 9 Lecture 26 Special distributions(Characteristic
functions of a random variable)
T-1:5.5 Introduction to Special
distributions
would be knowing
about the Characteristic
functions of a random
variable.
Lecture 27 Special distributions(Characteristic
functions of a random variable)
T-1:5.5 Introduction to Special
distributions
would be knowing
about the Characteristic
functions of a random
variable.
Week 10 Lecture 28 Special distributions(Markov,
Chebyshev and Chernoff bounds)
T-1:7.3 Introduction to Special
distributions.
would be knowing
about the Markov,
Chebyshev and
Chernoff bounds.
Lecture 29 Random sequences and modes of
convergence(Random sequences)
T-1:10.1 OR-1 Introduction to Random
sequences
By the end of this
lecture students will be
able to develop the
concept of Random
sequences.
Case Studies on
MATLAB
Lecture 30 Random sequences and modes of
convergence(Random sequences)
T-1:10.1 OR-1 Introduction to Random
sequences
By the end of this
lecture students will be
able to develop the
concept of Random
sequences.
Case Studies on
MATLAB
Week 11 Lecture 31 Random sequences and modes of
convergence(Limit theorems)
T-1:8.4 Introduction to Random
sequences and modes of
convergence.
By the end of this
lecture students will be
able to develop the
concept of Limit
theorems.
Lecture 32 Random sequences and modes of
convergence(Limit theorems)
T-1:8.4 Introduction to Random
sequences and modes of
convergence.
By the end of this
lecture students will be
able to develop the
concept of Limit
theorems.
Lecture 33 Random sequences and modes of
convergence(Central limit
theorem)
T-1:8.4 8.5 Introduction to Random
sequences and modes of
convergence.
would be knowing
about the central limit
theorem
Random sequences and modes of
convergence(Modes of
convergence)
T-1:8.4 8.5 Introduction to Random
sequences and modes of
convergence.
would be knowing
about the central limit
theorem
Week 12 Lecture 34 Random sequences and modes of
convergence(Modes of
convergence)
T-1:8.4 8.5 Introduction to Random
sequences and modes of
convergence.
would be knowing
about the central limit
theorem
Random sequences and modes of
convergence(Central limit
theorem)
T-1:8.4 8.5 Introduction to Random
sequences and modes of
convergence.
would be knowing
about the central limit
theorem
Lecture 35 Classification of random processes
(Random process)
T-1:10.1 Types of random
processes
By the end of this
lecture students will be
able to develop the
concept of Random
process
Week 12 Lecture 36 Classification of random processes
(Random process)
T-1:10.1 Types of random
processes
By the end of this
lecture students will be
able to develop the
concept of Random
process
Week 13 Lecture 37 Test3
Lecture 38 Classification of random processes
(Stationary processes)
T-1:8.3 Types of random
processes
would be knowing
about the Mean and
covariance functions
Classification of random processes
(Mean and covariance functions)
T-1:8.3 Types of random
processes
would be knowing
about the Mean and
covariance functions
Lecture 39 Classification of random processes
(Ergodicity)
T-1:12.1 Types of random
processes
would be knowing
about the Ergodicity
Week 14 Lecture 40 Classification of random processes
(Transmission of random process
through LTI)
T-1:11.4 RW-2 Types of random
processes
would be knowing
about the Transmission
of random process
through LTI
Lecture 41 Classification of random processes
(Power spectral density)
T-1:12.2 Types of random
processes and Lecture
42 Contingency
solving problems using
Power spectral density
Case Studies on
MATLAB
Lecture 42 Classification of random processes
(Power spectral density)
T-1:12.2 Types of random
processes and Lecture
42 Contingency
solving problems using
Power spectral density
Case Studies on
MATLAB
SPILL OVER
Week 15 Lecture 43 Spill Over
Lecture 44 Spill Over
Lecture 45 Spill Over
Scheme for CA:
Component Frequency Out Of Each Marks Total Marks
Test 2 3 10 20
Total :- 10 20
Details of Academic Task(s)
AT No. Objective Topic of the Academic Task Nature of Academic Task
(group/individuals/field
work
Evaluation Mode Allottment /
submission Week
Test1 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 MTE.
Repeated Trials, Axioms of probability, Introduction to
probability, Bayes' theorem and independence, Probability space
Individual Evaluations must be
made with
appropriate
feedback to students
by giving proper
comments on the
answer sheet.
3 / 4
Test2 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.
Continuous random variables, Example of random variables and
distributions function, Probability density function, Repeated
Trials
Individual Evaluations must be
made with
appropriate
feedback to students
by giving proper
comments on the
answer sheet.
5 / 6
Test3 Classification of
random processes,
Random sequences
and modes of
convergence,
Special distributions
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.
Individual Evaluations must be
made with
appropriate
feedback to students
by giving proper
comments on the
answer sheet.
11 / 12
Plan for Tutorial: (Please do not use these time slots for syllabus coverage)
Tutorial No. Lecture Topic Type of pedagogical tool(s) planned
(case analysis,problem solving test,role play,business game etc)
Tutorial1 Problem based on Set theory, Conditional probability,
Tutorial2 Problem based on Set theory, Conditional probability,
Tutorial3 Problem based on Concept of a random variable
Tutorial4 Problem based on Concept of a random variable
Tutorial5 Problem based on Concept of a random variable
Tutorial6 Problem based on Concept of a Special distributions
Tutorial7 function, Special distributions Special distributions
After Mid-Term
Tutorial8 Problems based on Special distributions
Tutorial9 Problems based on Special distributions
Tutorial10 Problems based on Special distributions
Tutorial11 Problems based on Special distributions
Tutorial12 Problems based on Classification of random processes
Tutorial13 Problems based on Classification of random processes
Tutorial14 Problems based on Classification of random processes