Space-Time Wireless Channels

Appendix C. Random Process Theory

This appendix reviews the basic terminology and definitions of random process theory. Our discussion is by no means comprehensive, so a reader without prior exposure to probability or random process theory should consult a fundamental text in the field.

Definitions

Most probability theory is based on the concept of a random variable. This section presents the definitions and terminology associated with random variables and random processes.

Random Variables

An experiment, in terms of probability theory, is any set of repeatable procedures that produces an unpredictable outcome. Examples of simple experiments are flipping a coin, rolling a die, or driving to work through traffic. For the coin, the outcome is either ...