# Questions tagged [random-process]

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### Variance of White Gaussian Noise

It could seem an easy question and without any doubts it is but I'm trying to calculate the variance of white Gaussian noise without any result. The power spectral density (PSD) of additive white ...
244 views

### Power Spectrum: Definition

I am new to the study of time series. Recently I have asked a question about the covariance of real and imaginary part of a real(in time domain) stochastic time series and I have received an answer ...
13k views

### What is a good example of an ergodic process?

I'm trying to find simple examples of an ergodic process. What process comes to your mind as a good illustration of its properties? A quick research (Wikipedia, another answer) mainly gives examples ...
3k views

### variance in the time domain versus variance in frequency domain

Hi All: I'm trying to better understand the connection between variance of a time series and the integral of the spectral density over all frequencies. Rather than going through all of the relations, ...
2k views

### Understanding of Random Process, Random Variable and Probability Density Function

I just wanted to confirm my understanding of a Random Process, Random Variable and the its Probability density Function. Here is the way that I looked a Random Process/Random Variable: If we ...
546 views

### Why is $\sin(t)$ a stationary process?
I am trying to understand the meaning of the term Stationary Process. For example, I was told that $\sin(t)$ is a stationary process. Could someone try to explain, in simple words, why is $\sin(t)$ (...
Let $W[k]$ be a stationary white noise with variance = 1 Question: Is $X[k] = W[k] + c \cdot W[k-1]$ white noise? $c$ is a real number.