Lecture

Stochastic Processes: Basics & Stationarity

Description

This lecture covers the basics of discrete-time random processes, including signal generation using coin tosses, statistical relations between values, and k-th order descriptions. It also explains manageable random processes, stationarity, wide-sense stationarity, white noise processes, and computing moments through theory, ensemble averages, and time averages. The concept of orthogonality, correlation, and orthogonal random variables are also discussed.

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