Random (stochastic) processes

[ramone]

Hi there!

Can anyone here explain me in simple words the natural meaning of a stpchastic (random) process???
Also you may suggest me some books on the topic

Thanks in advance!

 

[brmadhukar]

Hi,
Random process means any sequence of measurements from any activity that is not predictable. The measurements are not easily predictable.
B R M

 

[ramone]

thanks...

well i understand what you mean but i would like a more insight view... i mean that i would prefer a more formalistic explanation... there are several definitions of a random process and several ways to treat them but the statistical one is what we prefer... so i would like an explanation on the stochastic processes as view through a statistical viewpoint

thanks again

 

[ertug]

Stochastics Analysis is mainly used for calculating the random effects from unindified sources. We cannot find out the temporal system mechanism but we can modelize with some assumptions.

 

[ertug]

Addition: If you are familiar with Continious Fourier Transform, Power Spectra Analysis calculations would be simplier. In random process Gaussian White Noise is generally used and its spectrum is shown as a constant value for all frequencies as No/2.

 

[ramone]

Well thanks a lot... using fourier for calculating spectrums, and the very properties of stationary stochastic proscesses are powerfull enough.... thanks again

 

[tantoun2004]

Hi,
You can see the following books:
1.Probability, Random variables and stochastic process.
By Papoulis
2.Communication systems by A.Bruce Carlson.
You'll find a detailed study of stochastic processes.
Regards,

 

[cat_basilio]

Could you upload Papoulis's book?

 

[snaider]

The only thing avalible about papoulis is the manual solution

 

[alizadeh_m]

a random process is any function of time that is not predetermined.
it depends on the result of some phenomenon for which the result is unknown.