Random Variables & Stochastic Processes

For a full treatment of random variables and stochastic processes (sequences of random variables), see, e.g., [201]. For practical every-day signal analysis, the simplified definitions and examples below will suffice for our purposes.

• Probability Distribution
• Independent Events
• Random Variable
• Stochastic Process
• Stationary Stochastic Process
• Expected Value
• Mean
• Sample Mean
• Variance
• Sample Variance