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Code: 12D75101

M.Tech - I Semester Regular Examinations, April/May 2013

STOCHASTIC PROCESSES
(Control Systems)

Time: 3 hours Max Marks: 60

Answer any FIVE questions
All questions carry equal marks
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1 Write any four special distributions.

2 (a) Explain functions of one random variables.

3
(b) Explain moment generating functions.

Explain about the following stochastic processes:

L D
(a)
(b)
(c)
Vector process.
Gaussian process.
Harmonic process.

O R
4

U W
Write any two stochastic integrations in stochastic calculus.

Define derivation of the FPK equation in detail.

6
T
Explain about derivation of the backward equation.

N
J
7 Explain the following level crossing in structural reliability:
(a) Method of counting process.
(b) Local minima and maxima.

8 Explain the following structural fatigues in structural reliability:

(a) S-N model.
(b) Rainflow counting.
(c) Linear damage model.

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