Chapter 9 : Random Processes
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For example, suppose you are observing number of car arrivals at the KFU main gate over few
hours. Let X(t) be the number car arrived at time t ϵ [0,∞). Here t=0 refers to current time
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In electronics and telecommunications, signal refers to any
time-varying voltage, current, or electromagnetic wave that
carries information.
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Sinusoids
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Discovered by Mathematician
Simeon Poisson in France in 1781
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• Counting the number of times a success occur in an interval
• Probability of success is same for all intervals of equal size
• Number of successes in interval independent of number of
successes in other intervals
• Probability of success is proportional to the size of the interval
• Intervals do not overlap
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Example
On average the anti-virus program detects 2 viruses per week on a notebook
• Time interval of one week
Are the conditions required for the Poisson experiment met?
• μ = 2 per week
• Occurrence of viruses are independent
• yes we Can calculate the probabilities of a certain number of viruses in the interval
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Let X be the Poisson random variable indicating the number of viruses found on a
notebook per week
P ( X = k ) = P ( x ) = µk e- µ /k!
P ( x = 0 ) = P ( 0 ) = 20 e- 2 /0! = 0.1353
P ( x = 1 ) = P ( 1 ) = 21 e- 2 /1! = 0.2707
P ( x = 3 ) = P ( 3 ) = 23 e- 2 /3! = 0.1804 and so on ……
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X P(x)
0 0.1353
1 0.2707
2 0.2707
3 0.1804
7 0.0034
∑p ( x ) = 1
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The Poisson Experiment
Example
Calculate the probability that two or less than two viruses will be found per week
P(x≤2)
= p ( x = 0 ) + p ( x =1 ) = p ( x = 2 )
= 0.1353 + 0.2707 + 0.2707
= 0.6767
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The Poisson Experiment
Example
Calculate the probability that more than three viruses will be found per week
P(x>3)
= p ( x=4 ) + p ( x = 5 ) + ………
= 1- p ( x ≤ 3 )
1 – 0.8571
0.1429
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The Poisson Experiment
Example
Calculate the probability that four viruses will be found in four weeks
μ = 2 x 4 = 8 in four weeks
P(x=4)
= 84 e- 8 /4!
= 0.0573
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EXAMPLE
Telephone calls are being placed through a certain exchange at random times on the average of four per minute.
Assuming a Poisson Process, determine the probability that in a 15-second interval, there are 3 or more calls.
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SOLUTION
Step-1: Identify the unit of time:
In this problem we take a minute as the unit of time.
Step-2: Identify , the average number of occurrences of the outcome of
interest per unit of time,
In this problem we have the information that, on the average, 4 calls are
received per minute, hence:
=4
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Step-3: Identify t, the number of time-units under consideration.
In this problem, we are interested in a 15-second interval, and since 15
seconds are equal to 15/60 = ¼ minutes i.e. 1/4 units of time, therefore t =
1/4
Step-4: Compute t:
In this problem,
= 4, &
t = 1/4,
Hence:
t = 4 ¼ = 1.
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Step-5: Apply the Poisson formula
P(X = x ) =
e −t
(t )x
,
x!
In this problem, since t = 1, therefore
P (X = x ) =
e −1
(1) x
,
x!
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And since we are interested in 3 or more calls in a 15-second interval,
therefore
P(X > 3) = 1 - P(X < 3)
= 1 - [P(X=0)+P(X=1)+P(X=2)]
e − (1)x
2
= 1−
x =0 x!
2 (0.3679)(1)x
= 1−
-1
( e = 0.3679)
x =0 x!
= 1 – (0.91975) = 0.08025
Hence the probability is 8% that in a 15-second interval, the telephone exchange receives 3 or more
calls.
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