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(SP 3.3) Full and Partial Characterization

Stochastic Systems AAU

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(SP 3.3) Full and Partial Characterization

5 473 просмотра · 10 лет назад
Stochastic Systems AAU
3,31 тыс. подписчиков
5 473 просмотра · 10 лет назад
We discuss the full characterization (or description) of a stochastic process via its joint pmf. We compute the full characterization of an IID process. Finally, we define a partial description of a stochastic process in terms of the first and second order moments (mean and covariance functions).