Chapter 9 Random Processes - Concordia University
Definition of a Random Process Assume the we have a random experiment with outcomes w belonging to the sample set S.To each w ∈ S, we assign a time function X(t,w), t ∈ I, where I is a time index set: discrete or continuous. X(t,w) is called a random process. If w is fixed, X(t,w) is a deterministic time function, and is called a realization, a sample path, or a
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