Howtosignalprocessing
- How do you find the mean of a random process?
- What is continuous random process?
- What is the variance of a random process?
How do you find the mean of a random process?
Mean Function of a Random Process:
In particular, if Xn,n∈J is a discrete-time random process, then μX(n)=E[Xn], for all n∈J. Some books show the mean function by mX(t) or MX(t). Here, we chose μX(t) to avoid confusion with moment generating functions.
What is continuous random process?
A random process is a collection of random variables usually indexed by time. The process S(t) mentioned here is an example of a continuous-time random process. In general, when we have a random process X(t) where t can take real values in an interval on the real line, then X(t) is a continuous-time random process.
What is the variance of a random process?
The variance of a random process X=Xt:t∈J is the function v:J→R defined by v(t)=Var(Xt).
