Probability, Statistics and Random Processes

15

Random Process

Prerequisites

Before you start reading this unit, you should:

• Be familiar with random variables
• Know expectations, distribution functions, and density functions

Learning Objectives

After going through this unit, you would be able to:

• Distinguish between continuous, discrete, deterministic, and non-deterministic random processes
• Find the cross correlation, Ergodic theorem, and distribution correlation
• Familiar with first order, second order, stationary random process, and mean-ergodic theorem

INTRODUCTION

The concept of random process is based on enlarging the concept of random variable to include time. A random variable is a rule or a function that assigns a real number to every outcome of a random experiment, while a random ...