20-05-2013, 03:14 PM
Gaussian Random Processes
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DEFINITION:
A random process, X(t), for which any n samples, X1 =X(t1),X2 = X(t2), . . . ,Xn = X(tn), taken at arbitrary points in time t1, t2, . . . , tn, form a set of jointly Gaussian random variables for any n = 1, 2, 3, . . . is a Gaussian random process.