通讯技术Digital Communications chapter 2.pptVIP

* Chp. 2 Probability and Stochastic Process Basic concepts Events (rolling die): Event A : The complement of event A : A and are mutually exclusive events The union (sum) is : The intersection is : Probability of event A is : P(A) Joint events Considering two dice A and B, the joint probability is also ; ; Condition probability Statistical independence Event A does not depends on event B, then Probability (cumulative) distribution function (cdf) Probability density function For the multiple random variables, it has Function of Random variables Example: The random variable Y is defined as Given a random variable X, which is characterized by its pdf p(x), determine the pdf of the random variable Y=g(X), where g(X) is some give function of X. First step, determine cdf of Y x 0 Second step: Differentiating FY(y) with respect to y Therefore The above results can also be written as This corresponds to the two real solution of the equation g(x)=ax2+b=y In general case, suppose that x1, x2,... xn, are the real roots of the equation g(x)=y. Then the pdf of the random variable Y=g(X) may be expressed as Stochastic process The stochastic process are random variables indexed by the time parameter t. Thus at any time instance the value of the stochastic process is random variable The random variables are characterized by their joint pdf Stationary stochastic process : The following equation holds for all the t and n Otherwise it is called non-stationary Thus for the stationary process, the pdf is independent of time Characteristic Function The characteristic function of random variable X is defined as the statistical average Here v is real. It can be viewed as Fourier transform of p(x). The inverse Fourier then is expressed as The derivative with respect to v becomes The useful property of characteristic function is its relation to the moments of the random variable Substitute v=0, we get or For the nth derivative of characteristic function, we get or Sum of random va