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Ergodicity on autocorrelation (and multiple variable parameters)

A process that is stationary is one whose unconditional joint probability distribution doesn't change with time. Consequently, all statistical moments are time-invariant. Wide-sense stationary (WSS) ...
Baddioes's user avatar
  • 1,040
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Autocorrelation function of a Gaussian random signal

You're missing some necessary information to get the autocorrelation: $$ R_{xx}(\tau) = \operatorname{E}\Big\{ x(t)x(t+\tau) \Big\} $$ You have $$ f_{x(t)}(\alpha) = \frac{1}{\sqrt{2 \pi} \sigma_x} \ \...
robert bristow-johnson's user avatar
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Understanding about correlation between random variables in context of Wireless Communication

One common model for a wireless channel is the Rayleigh model where the channel coefficient is modeled as a circularly-symmetric complex Gaussian random variable with mean zero and variance $\sigma^{2}...
AHT's user avatar
  • 145
1 vote

Understanding about correlation between random variables in context of Wireless Communication

The notion that TX antennas are uncorrelated, for example, is shorthand for saying that the channel responses from TX antennas to any RX antenna are uncorrelated ($\mbox{E}[h_{i,0,n}^\ h_{j,1,n}^*]=0$ ...
vml's user avatar
  • 51

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