2 edition of **On the effect of a mixing table on a stationary random sequence.** found in the catalog.

On the effect of a mixing table on a stationary random sequence.

Aarni Perko

- 250 Want to read
- 22 Currently reading

Published
**1971**
by Turun Yliopisto in Turku
.

Written in English

- Random variables.,
- Sequences (Mathematics),
- Random number generators.

**Edition Notes**

Cover title.

Series | Turun Yliopiston Julkaisuja. Annales Universitatis Turkuensis, series A, I. Astronomica-chemica-physica-mathematica 150 |

Classifications | |
---|---|

LC Classifications | AS262.T84 A27 no. 150, QA273.P38 A27 no. 150 |

The Physical Object | |

Pagination | 5 p. |

ID Numbers | |

Open Library | OL5095947M |

LC Control Number | 74167720 |

This video provides an introduction to Autoregressive Order One processes, and provides an example of a process which could be modelled in this way. The fatigue load is modeled as a stationary random process X(t) with constant mean value mc; two approaches of increasing complexity are presented: in the first one, only the effect of mc is.

The AR(1) process is stationary if \(| \rho | random walk. The next code piece plots various AR(1) processes, with or without a constant, with or without trend (time as a term in the random process equation), with \(\rho\) lesss or equal to 1. The generic equation used to draw the diagrams is given. Participants were asked to tick the age category appropriate to them (see table below). All the participants responded to the question (93 responses or %). Thirty-eight percent of the respondents were in the years age category (35 responses) and constituted the bulk of the sample. Sixty-seven of the ninety-three respondents (72%).

Stationarity To see when/if such a process is stationary, use back-substitution to write such a series as a moving average: Y t = (Y t 2 + X t 1 + X t = 2(Y t 3 + X t 2) + X t+ X t 1 = X t+ X t 1 + 2X t 2 + Stationarity requires that j jrandom walk if fX tgconsists of independent inputs. (l) A realization of a random process is called a sample function. (m) A strictly stationary random process is wide-sense stationary. (n) If a WSS random process with autocorrelation function o (˝) is passed through an LTI lter with impulse response h(t), the output power is 0 R 1 1 jh(t)j2dt.

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