Stochastic Process

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Index: Spectral Audio Signal Processing

Spectral Audio Signal Processing

Stochastic Processes

Random Variable

Stationary Stochastic Process

A signal is typically a real-valued function of time. A discrete-time signal is typically a real-valued function of discrete time, and is therefore a time-ordered sequence of real numbers. — Click for http://ccrma.stanford.edu/~jos/filters/Definition_Signal.html

Noise (in signal processing) is a random signal. In the language of statistical signal processing, a noise signal is typically modeled as 'stochastic process', which is in turn defined as a sequence of random variables. — Click for https://ccrma.stanford.edu/~jos/sasp/What_Noise.html

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Index of terms in JOS Website

Index: Spectral Audio Signal Processing

Spectral Audio Signal Processing

Stochastic Processes

Random Variable

Stationary Stochastic Process

Stochastic Process

(Again, for a more complete treatment, see [201] or the like.)

Definition: A stochastic process is defined as a sequence of random variables , $n=\ldots, -2,-1,0,1,2,\ldots\,$ .

A stochastic process may also be called a random process, noise process, or simply signal (when the context is understood to exclude deterministic components).

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``Spectral Audio Signal Processing'', by Julius O. Smith III, W3K Publishing, 2011, ISBN 978-0-9745607-3-1.
Copyright © 2022-02-28 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA), Stanford University

Stochastic Process

``Spectral Audio Signal Processing'', by Julius O. Smith III, W3K Publishing, 2011, ISBN 978-0-9745607-3-1. Copyright © 2022-02-28 by Julius O. Smith III Center for Computer Research in Music and Acoustics (CCRMA), Stanford University

``Spectral Audio Signal Processing'', by Julius O. Smith III, W3K Publishing, 2011, ISBN 978-0-9745607-3-1.
Copyright © 2022-02-28 by Julius O. Smith III
Center for Computer Research in Music and Acoustics (CCRMA), Stanford University