Random Processes

  • Gordana Jovanovic Dolecek
Chapter

Abstract

As in the case of a random variable, a random process can be defined using a random experiment. Remember that a random variable is obtained by assigning numbers on x-axis to all possible outcomes of s i . However, if instead of numbers, time functions x(t, s i ) are assigned to the outcomes of s i from a sample space S, we obtain a random process X(t, s), as shown in Fig. 6.1.

Keywords

Covariance Autocorrelation 

References

  1. LEE60.
    Y. W. Lee, “Statistical Theory of Communication,” John Wile & Sons Inc., New York, 1960.Google Scholar
  2. MIL04.
    S. L. Miller, D. Childers, “Probability and Random Processes with Applications to Signal Processing and Communications,” Elsevier Academic Press Inc., Burlington, MA, 2004.Google Scholar
  3. PEE93.
    P. Z. Peebles, “Probability, Random Variables, and Random Signal Principles,” McGraw-Hill Inc., New York, 1993.Google Scholar
  4. THO71.
    J. B. Thomas, “An Introduction to Applied Probability and Random Processes,” John Wile & Sons Inc., New York, 1971.Google Scholar

Copyright information

© Springer Science+Business Media New York 2013

Authors and Affiliations

  • Gordana Jovanovic Dolecek
    • 1
  1. 1.Department of ElectronicsInstituto Nacional de Astrofisica Optica y Electronica (INAOE)TonantzintlaMexico

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