# Questions tagged [random-process]

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### Example of Entropy and Channel Capacity Computation

Can you help me on verifying if this computation of entropy is correct and on understanding its meaning? I am not sure of the result especially because it is equal to 0: it means that we cannot ...
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### Randomly Generate Synthetic Noise in an Image Text Document

I'm working on denoising dirty image document. I want to create a dataset wherein synthetic noise will be added to simulate real-world, messy artifacts. Simulated dirt may include coffee stains, faded ...
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### Variance of function of random variable

Is their an easier way to find variance of function of random variable? Till now what I am doing is first find probability density function of (function of random variable) then integrate over range.
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### Independence of Functions of random Variable

Consider I am given two functions of one random variable each for example x=cos(at),y=rect(bt) where a and b are random variables.And I am given Probability density function for a and b then if I am ...
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### What is definition of independent random variable

I wan't to ask that if E{X}=0 E{Y}=0 and E{XY}=0 then how can I verify if the two random variables are independent or not. X , Y are both continuous random variables {I am not able to recall ...
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Given is this Wiener filter: From this we take \begin{equation} x[k]-a x[k-1]=v[k] \end{equation} $v(k)$ is assumed to be a white gaussian noise. In the textbook it is then stated that The ...
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### Rate distortion function for a Gaussian process with a squared exponential kernel

This is probably a question whose answer should be available in some paper or textbook, but my searching for it hasn't helped me find a result that I could use. The question is basically just what ...
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### Particular Correlation formula

I'm reading a book where the autocorrelation of white noise is expressed as: What is the term $Q(k)$ and why is is expressed as an average value of a dot product ?
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### Simulate time series given temporal auto-correlation functions

Given a random process $x[n] \in \mathbb{R}$ (say of length $N$) and all correlation functions such as: \begin{align} \langle x[i]\rangle\\ \langle x[i]x[j]\rangle\\ \langle x[i]x[j]x[k]\rangle\\ \...
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### response of LTI system to a Random Input Signal

what is LTI filter? what is the output when x(t) is input? let x(t) be the input signal to the system and y(t) denote the output signal. The output of the system may be expressed in terms of ...
156 views

### Band-limited random signal with arbitrary distribution?

I'd like to generate a random discrete-time signal that is band-limited to some bandwidth B (by means of a digital filter, ie in MATLAB). The catch is that I'd like this signal to have an arbitrary ...