Fundamentals of Applied Probability and Random Processes, 2nd Edition

Chapter 12

Special Random Processes

Abstract

This chapter discusses some special random processes that are used to model many physical systems. These include the Bernoulli process, Gaussian process, random walk, Poisson process and Markov process.

Keywords

Bernoulli process

random walk

Gaussian process

stationary increment process

Poisson process

Markov process

12.1 Introduction

Chapter 10 deals with the definition and characterization of random processes. Chapter 11 deals with the response of linear systems when their inputs are random processes. In this chapter we consider some well-known random processes. These include the Bernoulli process, random walk process, Gaussian process, Poisson process, and Markov process.

12.2 The Bernoulli ...