Stationary Signals

Wojbor A. Woyczyński ()
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Wojbor A. Woyczyński: Case Western Reserve University, Department of Statistics and Center for Stochastic and Chaotic Processes in Sciences and Technology

Chapter Chapter 4 in A First Course in Statistics for Signal Analysis, 2011, pp 105-125 from Springer

Abstract: Abstract In this chapter we introduce basic concepts necessary to study the time-dependent dynamics of random phenomena. The latter will be modeled as a family of random quantities indexed by a parameter, interpreted in this book as time. The parameter may be either continuous or discrete. Depending on the context, and on the tradition followed by different authors, such families are called random signals, stochastic processes, or (random) time series. The emphasis here is on random dynamics that are stationary, that is, governed by underlying statistical mechanisms that do not change in time, although, of course, particular realizations of such families will be functions that vary with time. Think here about a random signal produced by the proverbial repeated coin tossing; the outcomes vary while the fundamental mechanics remain the same.

Keywords: White Noise; Sleep Stage; Random Quantity; Random Signal; Switching Signal (search for similar items in EconPapers)
Date: 2011
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-0-8176-8101-2_4

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DOI: 10.1007/978-0-8176-8101-2_4

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