# 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.

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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 ...
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### 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 ...
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### What are the statistics of the discrete Fourier transform of white Gaussian noise?

Consider a white Gaussian noise signal $x \left( t \right)$. If we sample this signal and compute the discrete Fourier transform, what are the statistics of the resulting Fourier amplitudes?
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### Does a collection of Gaussian random variables necessarily constitute a Gaussian Process?

If $\{X(t)\}$ is a Gaussian Process then the random variables $X(t_k)$ where $k = 1,2,3...n$, are jointly Gaussian. If each random variable $X(t)$ is a Gaussian variable, then will the random ...
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### Autocorrelation function $R_{yy}(t_1,t_2)$?

If $x(t)$ is a zero mean stationary Gaussian process and if $y(t)=x^2(t)$,then $\{y(t)\}$ is called a square law detector process. Now i want to find autocorrelation function $R_{yy}(t_1,t_2)$,that is ...
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### Power Spectrum Density and Frequency

if i have some random signals (sampling rate = 10Hz, 0.1s per data) Using python library i transformed it to power spectral density power spectral density forms = f, psd (using mlab.psd) I'm really ...
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