Random Process and Ergodic Process

Random Process Concept
Classification of Random Process
Continuous Random Process
Discrete Random Process
Continuous Random Sequence
Discrete Random Sequence
Deterministic and Non- Deterministic Process
Stationary and Independence
Statistical Independence
Time average and Ergodicity
Mean Ergodic Process
Correlation – Ergodic Process
Correlation functions
Properties of Autocorrelation function
Co-Variance Function
Measurement of Correlation function
Gaussian Random Process
Poisson Random Process
Complex Random Process
Introduction to Spectral Characterization of Random Process
Power Density Spectrum
Properties of Power Density Spectrum
Bandwidth of the Power Density Spectrum
Relation between Power Distribution and Auto correlation function
Cross Power Density Spectrum
Properties of Cross Power Density Spectrum
Relation between Cross – Power Spectrum & Cross Correlation
Central Limit Theorem

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