Random Processes

Contents

Random Processes, stationarity, and autocorrelation, power spectral density. Filtering of WSS random processes with LTI systems. Other examples of random processes include Markov Chains and Poisson point processes.

References

Discrete Event Stochastic Processes, Anurag Kumar, Department of ECE, IISc.
Random Processes for Engineers, Bruce Hajek, Cambridge University Press, 2015. (Preproduction print available for free download here.)
Stochastic Processes: Theory for Applications, Robert G. Gallager, Cambridge University Press, 2013.
Probability, Statistics, and Random Processes for Engineers, 4th Edition, by H. Stark and J. W. Woods.