Gaussian Random Variables and Processes
Gaussian Random Process Definition A random process fX(t) : t 2Tgis Gaussian if its samples X(t1);:::;X(tn) are jointly Gaussian for any n 2N. Properties The mean and autocorrelation functions completely characterize a Gaussian random process. Gaussian WSS processes are stationary. If the input to an LTI system is a Gaussian RP, the output is
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