A random process (in time), also called "stochastic process" is a signal that, when sampled at any given time, is a random variable.
Questions tagged [random-process]
203 questions
3
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2 answers
What is the distribution of it?
If $\theta$ is uniformly distributed in $(0, 2\pi),$ then what is the distribution of $e^{i\theta},$ where $i = \sqrt{-1}?$ And what are the statistical properties of $\left[e^{i0\theta}\, e^{i1\theta}\, e^{i2\theta}\dots\, e^{i(N-1)\theta}\right],$…
D Satya Ganesh
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Computing the mean of a random process with varying phase due to a random variable
Cheers, I have I am given the following signal $$A \cos ( 2 \pi f_o t + \Theta)$$ and $\Theta$ a random variable with pdf of $\frac{1}{2 \pi } ,0 \leq \theta \leq 2 \pi$ and 0 elsewhere and I am asked to find its mean. I know this is a simple…
average_discrete_math_enjoyer
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Early estimate the sign of the drift in a generalized Wiener process
I posting here my problem, perhaps somebody can point me how to proceed further :)
[The challenge]
I have an electronic system that can be modeled as a Wiener process with a drift $\mu$:
$ X_t = \mu t + \sigma W_t $
$E[X_t] = \mu t$ , $Var[X_t] =…
groviere
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Wide sense stationary that is not strict sense stationary?
A "wide-sense stationary process" (WSS) means that its mean is a constant, and its auto-correlation is time-invariant, that is:
$$\begin{aligned}E[x(t)] &= c \\ R_X(t_1, t_2) &= R_X(t_2 - t_1)\end{aligned}$$
And an "nth order Strict sense stationary…
pico
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-1
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2 answers
WSS vs SSS vs ergodic
Is this the correct "venn diagram" that related WSS, SSS, and Ergodic process types?
$$\text{all process types}\begin{cases}\text{WSS} \begin{cases}SSS \begin{cases}\text{ergodic} \\ \text{non-ergodic}\end{cases} \\ \text{non-SSS}\end{cases}\\ …
pico
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