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Optical Networks, 3rd Edition by Galen Sasaki, Kumar Sivarajan, Rajiv Ramaswami

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APPENDIX H

Random Variables and Processes

IN MANY PLACES in the book, we use random variables and random processes to model noise, polarization, and network traffic. Understanding the statistical nature of these parameters is essential in predicting the performance of communication systems.

H.1 Random Variables

A random variable X is characterized by a probability distribution function

image

The derivative of Fx(x) is the probability density function

image

Note that

In many cases, we will be interested in obtaining the expectation, or ensemble average, associated ...

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