Pattern Recognition

CRandom processes

The following will give a brief overview of random processes. This overview is by no means meant to be comprehensive, but should be sufficient to understand the concepts in Chapter 2.

A random process g is a random variable that is also a function of some arguments. Here, we will focus only on two-dimensional random processes over the real numbers, i. e., random functions of the form

$\underset{\_}{g}:{ℝ}^2\to ℝ.\left(C.1\right)$

From one perspective, g is a random function that is evaluated at any point x ∈ 2: depending on the realization of g, a different result will be obtained. Hence, g can ...