Fundamentals of Applied Probability and Random Processes, 2nd Edition

Chapter 10

Introduction to Random Processes

Abstract

This chapter presents an introduction to random processes. It discusses classification of random processes; characterization of random processes including the autocorrelation function of a random process, autocovariance function, crosscorrelation function and crosscovariance function; stationary random processes; ergodic random processes; and power spectral density.

Keywords

Stochastic process

wide-sense stationary process

autocorrelation function

crosscorrelation

power spectral density

10.1 Introduction

Chapters 1 to 7 are devoted to the study of probability theory. In those chapters we were concerned with outcomes of random experiments and the random variables used to represent them. ...