# Questions tagged [random-process]

A random process (in time), also called "stochastic process" is a signal that, when sampled at any given time, is a random variable.

212 questions
Filter by
Sorted by
Tagged with
65 views

### Impact of Time Shift $(\tau)$ on Autocorrelation for a Rectangular Pulse Train Process

I've been studying the autocorrelation function of a rectangular pulse train process, and I came across an interesting situation on this site link here where a time shift $\tau$ was introduced. In the ...
32 views

### Calculating return time in random proccess

how can we calculate the time that a random process $h(t)$ with mean $\mu$ and variance $\text{Var}_h$ to return to its mean ($\mu$) after being less than $\mu$ ?
40 views

### What does a graduate level course in Random Processes typically entail?

I have good familiarity with Random Processes due to the numerous Signal Processing and Communications courses I have taken, however, I will soon be taking a course solely on Random Processes. The ...
29 views

### Probabiliy density (Histogram) of measured data

The measured data from a gas sensor measurement system, in the absence of any excitation is as shown below. The data set consists of n = 65535 samples. The sensor output is discretized by the ...
1 vote
54 views

### Ergodicity on autocorrelation (and multiple variable parameters)

I'm having trouble understanding how the ergodicity concept must be understood and how it is different od the WSS concept. If I understood correctly, a process is said to be ergodic in some parameter ...
• 36
76 views

### Autocorrelation function of a Gaussian random signal

Im a beginner at signal processing and I've gotten the following question in an exercise: "Write down the equation for a Gaussian probability density distribution and relate the different ...
1 vote
64 views

### Understanding about correlation between random variables in context of Wireless Communication

I am trying to understand about correlation between random variables in context of wireless communication. In research papers related to 6G, I came across the following statements: Suppose there is a ...
52 views

### Understanding the additive white Gaussian noise (AWGN) representation

In my research work in wireless communication, I came across an equation of received signal wherein the AWGN is denoted by $n\sim\mathcal{C}\mathcal{N}(\textbf{0},\textbf{I}_L)$. Note that dimension ...
39 views

### Related to SNR in wireless communication

I am working on a research paper related to wireless communication, wherein I am facing some doubt while writing expression of SNR (which is a ratio of Signal variance in numerator to Noise variance ...
54 views

### Regarding SINR (Signal to Interference Plus Noise Ratio) in wireless communication

I am working on a research paper related to wireless communication, wherein I am facing some doubt while writing expression of SINR (which is a ratio of Signal variance in numerator to Interference ...
56 views

48 views

### Why different noise terms are read at specific sampling interval in Allan Variance plot?

I was trying to identify Quantization Noise, Angle Random Walk, Bias Instability, and Rate Random Walk from Allan Variance plot which as Allan deviation on y axis and Sampling Time Interval ...
• 121
1 vote
93 views

### Zero-mean preprocessing before calculating the autocorrelation

I am aware that if we do not subtract the mean value from the white noise at the beginning (if the mean is not equal to 0), that its autocorrelation function will be triangle shaped and not a delta ...
• 11
1 vote
96 views

### Why are convolutions between those functions equivalent (signal processing for theoretical neuroscience)?

I'm reading a book on theoretical neuroscience [1], in which the following definitions are given: $\rho(t)=\sum_{i=1}^n \delta(t-t_i)$ where $\delta$ is Dirac's delta and the $t_i$ are timestamps at ...
• 111
1 vote
31 views

### Weiner Filter - why does this computation explain that the necessary filter is a weiner filter?

$X_1(t), X_2(t)$ are random WSS processes with expectation 0, and correlation functions $R_{X_1}(\tau), R_{X_2}(\tau), R_{X_1,X_2}(\tau)$ $n(t)$ is a white noise with SPD $S_n(f) = \frac{N_0}{2}$ ...
47 views

### Struggling with visualizing (drawing) a sample of a random process

I've had this question I don't really know how to answer. let $t \ge 0$, $N_t$ is a possionian random process with parameter 1. let $-\infty < t < \infty$, $X_t$ is a random process that is ...
1 vote
76 views

1 vote
211 views

### Power Spectral Density and Wiener–Khinchin theorem for 2 different stochastic processes

I know the famous Wiener-Khinchin theorem for stationary random processes: the Fourier transform of the autocorrelation function of a stationary random process is equal to the Power Spectral Density ...
• 21