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4: Random Processes

Last updated

Apr 23, 2021
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- 3.8: Central Limit Theorem
- 4.1: Time Averages

Franz S. Hover & Michael S. Triantafyllou
Massachusetts Institute of Technology via MIT OpenCourseWare

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4.1: Time Averages
Introduction to random processes where the time domain plays a role. Probability calculations for random processes taken across time.
4.2: Ensemble Averages
Probability calculations of random processes, taken across the ensemble at a specific time. The difference between time averages and ensemble calculations.
4.3: Stationarity
Definition of stationary random processes, as well as ergodic processes and their statistics.
4.4: The Spectrum- Definition
Defines the spectrum of an ergodic process using its autocorrelation and Fourier transform.
4.5: Wiener-Khinchine Relation
Transforming the spectrum of the input to the spectrum of the output, and relating their statistics using the spectrum.
4.6: Spectrum Interpretation
Further statistical interpretations of the spectrum.

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