5INTRODUCTION TO RANDOM PROCESSES

5.1 RANDOM PROCESSES

The random variation with time, of measures associated with phenomena in the physical, technical, and social worlds, underpins significant interest in random processes. This chapter defines a random process and establishes notation that is used in subsequent chapters. Underpinning a random process is an experiment, and the two prototypical experiments, the Bernoulli and the Poisson, are defined along with a discussion related to the specification of experimental outcomes. Finally, a preliminary classification of random processes is given.

5.2 DEFINITION OF A RANDOM PROCESS

5.2.1 Notation

A random process is a mapping:

(5.3)images

and the set of signals ...

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