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
A random process is a mapping:
and the set of signals ...