Before you start reading this unit, you should:
- Be familiar with random variables
- Know expectations, distribution functions, and density functions
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
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 ...