Random Processes

doi:10.1117/3.467443.ch14

Random Processes

Book: Mathematical Techniques for Engineers and Scientists

Author(s): Larry C. Andrews, Ronald L. Phillips

Published: 2003

https://doi.org/10.1117/3.467443.ch14

Author Affiliations +

Abstract

The mathematical background reviewed in Chapter 13 provides the basis for developing the statistical description of random functions (signals) known as random processes. Basically, we mathematically describe such signals by either a correlation function or a power spectral density, which are related through the Fourier transform. Among many other areas, the theory of random processes is essential to the field of statistical communication theory.