PROBLEMS

Basic Random Processes

6.1 Suppose the sample space representing a random process is and let for . For equally likely ζ, specify the probability space for the random variables at t = 1 and t = 2, and sketch all realizations.

6.2 Let the sample space representing a random process be such that for . For uniformly distributed ζ, give the pdfs for the random variables at t = 2 and t = 4.

6.3 Consider the following random process which increases linearly with time:

(6.229) Numbered Display Equation

where a is a constant and X is uniformly distributed on [−1, 1]. Find the cdf and pdf Y(t) of for .

6.4 Let X(t

Get Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications now with the O’Reilly learning platform.

O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.