1 vote
124 views

### Why is a random process strictly stationary when its joint Probability density function is time invariant?

I don't understand what stationarity of random process mean. I know they're statistical properties that are time invariant but I don't have intuition for it and I don't get what that has to do with ...
51 views

### 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 ...
2k views

### Is white noise WSS by nature or not?

I want to know what is the difference between white noise and WSS white noise. is there any difference between them or they're equal? and what about white Gaussian Noise?
536 views

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264 views

### Super basic questions on statistical process

Before starting: I am really a beginner in statistical process in time. I mainly do quantum information and while learning aspect of quantum noise I realized that I am actually too weak on basics of ...
• 289
1 vote
333 views

• 539
20k views

### What is the difference between wide sense and strict sense stationary processes?

What is the difference between wide sense and strict sense stationary processes (SP) ? According to the definition (by Heinrich Meyr, Marc Moeneclaey, Stefan A. Fechtel in ￼"Synchronization, Channel ...
169 views

### Properties of Stochastic Processes [closed]

I have a basic question about stochastic processes: When some informations such as wss, uncorraleted sampled, white about random signal (say x[n]) are given, what do we exactly have? For example ...
• 161
148 views

### How do we compute distrubtions of the value of a random process conditional on initial conditions?

Suppose I have a stationary process $\phi(t)$ with a known autocorrelation function $$A(\tau) \equiv \langle \phi(0) \phi(\tau) \rangle$$ and suppose I also know that $\phi(t)$ is Gaussian ...
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