KTU
MAT204 EC and EEE,
MA204 EC
Lecture 1 Definitions
Random Process
,Hello!
I am Prijimol V B
Asst Prof.
Christ College Of Engineering
Irinjalakuda
, Definitions:
• Random Process or Stochastic Process:
• To understand a Random process, we need to understand the mean
of a random variable.
• Random Variable: It is defined as a function which associates a real
number to each outcome of a random experiment.
• Random Process: It is defined as a function which associates a time
function to each outcome of a random experiment.
, • Eg:
Consider an experiment of tossing a coin. The sample space is S={ H, T}
• If X is a random variable that counts no. of heads then
• X(s)=1 if s=H
• X(s)=0 if s=T
• If X is a random process then
• X(t , s)=X1(t)=t if s=H
• X(t , s)= X2(t )=sin2t if s=T
• In other words a Random Process is a collection of random variables
{X(t,s)} that are functions of real variable t
MAT204 EC and EEE,
MA204 EC
Lecture 1 Definitions
Random Process
,Hello!
I am Prijimol V B
Asst Prof.
Christ College Of Engineering
Irinjalakuda
, Definitions:
• Random Process or Stochastic Process:
• To understand a Random process, we need to understand the mean
of a random variable.
• Random Variable: It is defined as a function which associates a real
number to each outcome of a random experiment.
• Random Process: It is defined as a function which associates a time
function to each outcome of a random experiment.
, • Eg:
Consider an experiment of tossing a coin. The sample space is S={ H, T}
• If X is a random variable that counts no. of heads then
• X(s)=1 if s=H
• X(s)=0 if s=T
• If X is a random process then
• X(t , s)=X1(t)=t if s=H
• X(t , s)= X2(t )=sin2t if s=T
• In other words a Random Process is a collection of random variables
{X(t,s)} that are functions of real variable t
