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MA3355 Random Processes and Linear Algebra

MA3355 Random Processes and Linear Algebra Study Materials

Anna University – MA3355 Random Processes and Linear Algebra Regulation 2021 Syllabus, Notes, Important Questions, Question Paper with Answers, Previous Year Question Paper.

UNIT – I PROBABILITY AND RANDOM VARIABLES MA3355 Random Processes and Linear Algebra Syllabus

Axioms of probability – Conditional probability – Baye’s theorem – Discrete and continuous random variables – Moments – Moment generating functions – Binomial, Poisson, Geometric, Uniform, Exponential and Normal distributions – Functions of a random variable.

UNIT – II TWO – DIMENSIONAL RANDOM VARIABLES MA3355 Random Processes and Linear Algebra Important Questions

Joint distributions – Marginal and conditional distributions – Covariance – Correlation and linear regression – Transformation of random variables – Central limit theorem (for independent and identically distributed random variables).

UNIT – III RANDOM PROCESSES MA3355 Random Processes and Linear Algebra Question Paper

Classification – Stationary process – Markov process – Poisson process – Discrete parameter
Markov chain – Chapman Kolmogorov equations (Statement only) – Limiting distributions .

UNIT – IV VECTOR SPACES MA3355 Random Processes and Linear Algebra Notes

Vector spaces – Subspaces – Linear combinations and linear system of equations – Linear independence and linear dependence – Bases and dimensions.

UNIT – V LINEAR TRANSFORMATION AND INNER PRODUCT SPACES MA3355 Random Processes and Linear Algebra Question Bank

Linear transformation – Null spaces and ranges – Dimension theorem – Matrix representation of a linear transformations – Inner product – Norms – Gram Schmidt orthogonalization process – Adjoint of linear operations – Least square approximation.

Syllabus Click Here
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Important Questions Click Here
Previous Year Question Paper Click Here
Question Bank Click Here

TEXTBOOKS : MA3355 Random Processes and Linear Algebra Important Questions

1. Gross, D., Shortle, J.F, Thompson, J.M and Harris. C.M., “Fundamentals of Queueing Theory”, Wiley Student 4th Edition, 2014.
2. Ibe, O.C., “Fundamentals of Applied Probability and Random Processes”, Elsevier,1st Indian Reprint, 2007.
3. Friedberg. A.H., Insel. A.J. and Spence. L., “Linear Algebra”, Prentice Hall of India, New Delhi, 4th Edition, 2004.

REFERENCE BOOKS : MA3355 Random Processes and Linear Algebra Question Paper

1. Hsu, “Schaum’s Outline of Theory and Problems of Probability, Random Variables and Random Processes”, Tata McGraw Hill Edition, New Delhi, 2004. RPLA Notes
2. Trivedi, K.S., “Probability and Statistics with Reliability, Queueing and Computer Science Applications”, 2nd Edition, John Wiley and Sons, 2002.
3. Yates, R.D. and Goodman. D. J., “Probability and Stochastic Processes”, 2nd Edition, Wiley India Pvt. Ltd., Bangalore, 2012.
4. Kolman. B. Hill. D.R., “Introductory Linear Algebra”, Pearson Education, New Delhi, First Reprint, 2009.
5. Kumaresan. S., “Linear Algebra – A Geometric Approach”, Prentice – Hall of India, New Delhi, Reprint, 2010.
6. Strang. G., “Linear Algebra and its applications”, Thomson (Brooks/Cole), New Delhi, 2005.

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