# Questions tagged [stochastic]

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### Effect of sampling a cont. stochastic process on the variance

I am trying to understand the estimation of the power spectral density of a continuous time stochastic process from it's samples. Consider a normal wide-sense stationary white noise process with ...
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### Deterministic, stochastic and chaotic components of a signal ; their combined effect

If a signal contains deterministic, stochastic as well as chaotic components, does this generally represent a problem in the analysis of the signal? By a problem, I mean that a signal containing all ...
65 views

### White noise does not contradicts Wide Sense Stationarity?

I am studying White Noise. But I am really beginner level, so I have a confusion with its construction. White Noise is usually defined as a Wide Sense Stationary process $N=\{N_t\}_{t\in T}$ (for $T$ ...
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### Noise from irregular sampling pattern

In this paper the author says By using an irregular sampling pattern and filtering the irregular samples to create the pixels, featureless noise is produced from such high frequencies rather than ...
1 vote
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### Calculating error of estimation of signal from noisy data (Explanation of result)

Given random varaible X with distribution $$\begin{cases} \mathbb{P}\left(X=1\right)=\alpha\\ \mathbb{P}\left(X=-1\right)=1-\alpha \end{cases}$$ Where $\alpha$ is a given parameter($X$ is a binary ...
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### Random Signal Energy

Why the energy of random signal(random process) is infinite? and why random signal can not be zero at infinity? I know that there is a relation between the tow questions but I'am still confused.
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### How Could One Accelerate the Convergence of the Least Mean Squares (LMS) Filter?

How can the convergence of an LMS filter be accelerated? Can we do better than the vanilla algorithm?
1 vote
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### Find coefficients of optimal Wiener filter of length 2

I need to find the coefficients (impulse response) of a FIR Wiener filter with length equal to 2. I have a gaussian white noise signal that is generated using the Standard Normal Distribution (mean = ...
209 views

### Sampling Noise Given Power Spectral Density

I am trying to write a Monte Carlo physics simulation which involves, given a power spectral density, sampling rate, and total number of samples, generating noise with such a power spectral density. I ...
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### 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 ...
390 views

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### question related to something in karlin and taylor stochastic processes one text

This question is essentially a question about something in Karlin and Taylor's Stochastic Processes One text in the spectral chapter. Since this is a DSP list, Karlin and Taylor may not be so popular ...
1 vote
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### When a stochastic process would be a beneficial model in terms of noise

Let's say we have an image/signal with some noise in it. When would it be beneficial to model the signal as an outcome of a stochastic process? More specifically: How significant would noise have to ...
1 vote